For using groups the list items need a GroupID assigned. A good place to assign it is in the TJamShellList.OnAddItem event handler.

The following example assumes there are two groups defined through the designer in the ShellList for grouping folders and files in a ShellListView.

 procedure TMainForm.ShellListAddItem(Item: TJamShellListItem; var CanAdd: Boolean);
 begin
   if Item.IsFolder then
     Item.GroupID := cGroupIdFolders //the GroupID of the respective group
   else Item.GroupID := cGroupIdFiles;
 end;

ShellControls.TJamShellList