What is the data that you are using to create the groups?
Are you asking what particular postal codes I am using? Or, how do I determine what codes to group?
My problem is as if I took all of the postal codes in America, and then grouped all of them to create the 50 states. But, the only data I have is a very long list of the codes(and I know what codes go into each state). It would take a long time to individually select each code from the list, use the group button, and then name that group.
This is more of a question of speeding the process of grouping, rather then how to group.
If you have a list already that defines the zips and the grouping, you can use a multiple table join to create the groupings automatically.
There's a really helpful and obscure command called "Create Primary Group". If you have your main data source loaded, then use data blending to blend your Excel worksheet on to your main data source. Put the field you want to use to define groups onto a row or column shelf, right click and choose "Create Primary Group". Then you can remove the blended data.
We have an article on how to use this command: http://kb.tableausoftware.com/articles/knowledgebase/how-create-primary-groups-secondary-source. Unfortunately it's not in the help system but I've filed a bug to fix that.