You must have Gravity Forms and the Groups plugin installed and activated on your WordPress site.
Some of the integration features require Gravity Forms Add-Ons which are only available to those who have a Elite License (previously Gravity Forms Developer license).
Please follow these Installation Instructions for extensions to Groups.
After the extension has been activated, a new Groups section is available in the Form Settings tab of each form.
There are also general settings available for the plugin under Forms > Groups.