That is not exactly how you create a group in WLM.
In WLM, it is called Category, not group. ( don't ask me why they changed the terminology).
Here is how to create a category for distribution mailing list...
Open WLM > look to bottom leftcorner, find and click Contact icon.
Click Category > you are now on a Create a New Category window > type in the category name > select the addresses you want > click Save.
You are done.
A category is created. Next time you want to send mail to the " group '", just type the name of the category you created into the To field, and you are ready to send.