The + action button in the Actions column opens the Add New Site Grouping pop-out dialog. First, select the Site to associate with the new Site Grouping by selecting a Site from the Choose a Site drop down menu:
Once the Site has been selected, two additional properties appear:
Name: specifies the Name for the new Site Grouping
Grouping: specifies how members will be assigned to the Site Grouping (choices discussed below)
No Grouping: members will be assigned using the Shortcut Permissions only. Available Groupings: members will be assigned based upon the objects contained in the selected Grouping. Create New Grouping: allows a new Grouping to be created and members assigned.