Many objects normally group together: walls, panels, etc. However, if you want objects to behave like a group that do not do so automaticall, you can create your own groups.
To create a group, select multiple objects and press G, or right-click and select Group.
After creating a group, you can ungroup with Ctrl + G, or remove specific objects from it with Shift + G. These commands are also accessible from the right-click context menu.
Items that are grouped still behave as individual objects if you are in Single Select mode. Moving an object in Single Select Mode will remove it from the group. To switch between Single and Group Select Mode, press S on the keyboard, or use the toggle switch on your 2D or 3D toolbar:
Single Select Mode
Group Select Mode