Go to Content > Category Groups.

Click on Create New Category Group.

Provide a Category Group Title. Your readers will see this in the filter bar of the Articles and Collections pages.
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Optionally, add a Category Group Description to help your team understand what to include in this category group.

This description won't be displayed to your readers.

Go to Content > Categories and find the categories you want to assign.

Click on the category and select the category group from the drop-down menu. You can assign each category to multiple category groups.

Click Save Changes to apply the changes.

Use either the Live Preview or your live domain and navigate to the Articles or Collections page.

On the filter bar, you'll see a list of Category Groups

Please note that only Categories and Category Groups with published content will be displayed.

On the Category Groups, click on the drop-down arrow.

You should now see multiple categories within that category group.

Select a category and ensure that all the articles/collections with that specific category are displayed.

When you select multiple categories, the list will only show content that meets or has all selected categories. That means the more categories you choose, the fewer results you will see.