To create a group, select Options|Open Group Menu. Name the group as it will appear in the File|Open Group menu. Click on the add button to add files to the group. You can also quickly and easily add the current file to the group through the File|Add To|Group menu.
Associating files into a group allows them to be opened and closed together. To open a group, select File|Open Group|<group_name>. To close the open group, you can either open another group, select File|Close Group, select File|Close All, or close one file in the group and answer Yes when prompted to close all the other files in the group.