Group, as used in clinical psychology, refers to group of people who are in treatment together, rather than as individuals. Groups can be therapeutic and supportive (e.g., weight loss, anger management, Alcoholics Anonymous), depending on the issues involved. Therapeutic groups generally have a closed membership meaning that the members are carefully selected and meet for a set number of sessions. Other type of groups often have an open membership (e.g., Alcoholics Anonymous), meaning that the members come and go while the group itself is ongoing.
You can also see the more general definition of Group or Group Counseling.