You can make new User visgroups by selecting the objects you want to add to it, then clicking View > Move Selection To Visgroup. A window will pop up like this:
Then you can name the new visgroup whatever you want and it will be added to the list in the sidebar. In that screenshot, you can see how I've already made RED, BLU, and NEUTRAL visgroups to make mirroring stuff easier.
To add things to existing visgroups, all you need to do is open the selected objects' properties, go to the Visgroups tab, and check the group you want to add them to. Your custom visgroups will also be in this list.