When the scale is set, a new button appears on the toolbar.
This, my friend, is to define a new group. A group is defined by marking the point of aim (PoA); the usual drill: click on the toolbar button, click on the target where PoA is, confirm with "ok".
TIP: zoom in to mark the group PoA precisely.
To delete a group (with all associated shots!) use the group delete button: