Group Building is a feature to ROBLOX that was a BC Beta Features until January 6th, 2011. It uses the place "Welcome to ROBLOX Building" for the custom building. You were able to insert building parts as a group, rather than using an Insert Tool for your own models. It was removed at an unknown time in 2011.
In the middle of March 2015, it was announced that this would return to ROBLOX, along with a new feature called Multi-player Studio.