A role group is a set of roles. This is useful for constraining the possible set of roles that can do each shift. Creating role groups will mean that you have less roles to choose from for each shift on each day. This will thus speed up editing your rota.
For example you may have a role group called 'SHOs' which contained all the SHO roles. You could then set an 'SHO on-call' shift to use this role group.