How do I group icons in the Start menu of Windows 8?

It's actually pretty easy. Groups are created by dragging an icon in between two other groups (drag up to start the move on tablets):

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Simply organize your icons into the groups that you want. If you're looking to make the icons smaller you can do that by right-clicking (press and hold or swipe down on tablets) on the icon and select Smaller:

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Finally to name groups you have to zoom out (Ctrl+Scroll or Pinch Zoom) and then right click (swiping down) on the group and Select "Name Group":

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There you have it! A quick and easy way to organize your apps on the "Modern UI".