Automatically create a group

Try this code on 1 worksheet

Option Explicit

Sub create_groups()
Dim lrow As Long, i As Long, startrange As Long, endrange As Long

Application.ScreenUpdating = False

With Worksheets("Sheet1")
    lrow = .Range("A" & .Rows.Count).End(xlUp).Row
    For i = 2 To lrow
        If .Range("A" & i).Value = "" And .Range("A" & i - 1).Value <> "" Then
            startrange = i
        ElseIf .Range("A" & i).Value = "" And .Range("A" & i + 1).Value = "" Then
            endrange = i + 1
        ElseIf .Range("A" & i).Value = "" And .Range("A" & i + 1).Value <> "" Then
            endrange = i
            .Rows(startrange & ":" & endrange).Group
        End If
    Next i
End With

Application.ScreenUpdating = True

End Sub

If its working fine, i can help you in making it work for other worksheets too. Also, please put some text in the row after the last row of data so that the macro will group that set of data as well. Once you test it, you will realise that the last set of rows are not being grouped. Once you put some text such as "End" it should work.