BuddyPress.org

Have you got a link to your groups page?

Also, there should be a create groups option in the BuddyPress admin bar dropdown menu. – on your site, hover your mouse over your avatar on the top right side of the screen, a drop down menu should appear, in this list there should be a Groups option, this should open to include a Create Group option.

That’s your profile groups list, not the groups directory. Just like you had to set up a members page for your members directory, you also need to set up a groups page for your groups directory. On this page you get a create group option.