Two Ways:
1. In Zotero Firefox add-on, click on New Group icon next to the New Collection icon in the top left corner.
2. On the Zotero Online Version Website, click on the Create New Group button located on the Groups tab page.
Enable Data Syncing and your group library will appear in the Zotero Client in the Left Column as Group Libraries underneath My Library. Items can be dragged from My Library to Group Libraries. Below is an image of a both a My Library and Group Libraries:
Share and collaborate on a bibliography with colleagues:
Membership Settings: