First, let me clarify what you mean by "group." If by that you mean Tool Profile, you would set the tool up just like you would for a single LEM Agent, only you would do it at the profile level. Here's a KB on how to set up the tool: Configuring the USB Defender Local Policy Tool.
The ... button you see next to Policy in the tool is a Browse button. Use that button to navigate to the text document you want to use as your policy. If you want to block all USB mass storage devices on your "group" of computers, use a blank text document. Otherwise, populate the document with a list of authorized users and devices. You can find more information about this in the KB linked above.
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