- Click Home tab
Layers panel
Layer Properties 
- In the Layer Properties Manager, click the New Group Filter button.
A new Layer Group filter named Group Filter1 is created in the tree view.
- Enter a meaningful name for the filter.
- In the tree view, click All or one of the other nodes to display layers in the list view.
- In the list view, drag the layers that you want to add to the filter to the filter name in the tree view.