Notes are normally grouped together by beat. You can change the way notes are grouped by changing the beat.
You can also make a custom grouping for a single group of notes. Select the notes you wish to group together and from the Edit menu choose Group.
When you group notes, you can make them all small (select Small Notes from the submenu) or normal size (select Big Notes from the submenu). After selecting the size, you get another submenu with four items. Choose Default Group to reset the grouping to the default, that is, to have the selected notes grouped by beat. Select Stems Up to have the selected notes grouped together with stems up. Select Stems Down to have the selected notes grouped together with stems down. Select Default Stems to have the selected notes grouped together with stems up or down depending on what voice they form part of and where the notes appear on the staff. (Voice 1 has stems up by default, voice 2 has stems down by default and the default voice has stems either up or down.)