It applies to Skype for Business for Windows.
In Skype for Business, you can add people to your contact list so they'll be just a click away. Every contact is assigned membership in one or more of your contact groups.
1. In the search box, type the person's name.
2. Place your cursor on top of the person's picture and select the More icon (...).
3. Select Add to Contacts List, and select your contact group.
Add a contact group
1. Select Groups tab.
2. Select the Add a contact, create a group, customize the contact list button.
3. Select Create a New Group.
4. A group will be created, rename it.