How to create and add users to a group in Jenkins for authentication?
According to this posting by the lead Jenkins developer, Kohsuke Kawaguchi, in 2009, there is no group support for the built-in Jenkins user database. Group support is only usable when integrating Jenkins with LDAP or Active Directory. This appears to be the same in 2012.
However, as Vadim wrote in his answer, you don't need group support for the built-in Jenkins user database, thanks to the Role strategy plug-in.
I installed the Role plugin under Jenkins-3.5, but it does not show the "Manage Roles" option under "Manage Jenkins", and when one follows the security install page from the wiki, all users are locked out instantly. I had to manually shutdown Jenkins on the server, restore the correct configuration settings (/me is happy to do proper backups) and restart Jenkins.
I didn't have high hopes, as that plugin was last updated in 2011