Does anyone knows how the Groups work in blender ?

Groups? Could you be more spacific please?
Shift-G… are you asking how to select object groups by their parent/child relationships?

no I just do not understand
I guessed groups was used to create objects groups with max
but I do not understand the options as the menu appears :frowning:

It doesn’t create object groups.

In Blender you can make a parent/child (hierarchical) relationship between two or more objects so that doing something with the parent object effects its child object(s).

With the Shift-G menu you can select objects by position in this relationship.