You group them and assign them to a parent entity in the scene tab, select all of your entities you want to group together, then go to the scene tab and drag them into the parent entity (which can be, like NPC said, one of the entities in the group or a empty object). After that there is an option to save the entity as a new prefab at the top of the entity inspector. I would recommend for safety and organization making a new module (under "file" on the top bar) and saving the prefab to that module, that way if TW accidentally breaks the base game modules in the future your custom stuff is safe.