In order to create a new nav group, create a new file called cpnav_product_id.xml:
Code:
<navgroups product="product_id">
<navgroup text="Group Title" displayorder="10">
<navoption displayorder="10">
<text>First Option</text>
<link>example.php</link>
</navoption>
<navoption displayorder="20">
<text>Second Option</text>
<link>example.php</link>
</navoption>
</navgroup>
</navgroups>
Then upload it to includes/xml.