For now, Roon can only group endpoints of the same ‘family’: Airport endpoints with other Airports, Squeezebox with other Squeezeboxes, Meridian streaming devices with other Meridian streaming devices and RoonReady devices with other RoonReady devices. You cannot mix and match between the different kinds of endpoints.
You’ll get to the Zones screen by clicking on your current endpoint in the black bar at the bottom of your screen:
The Zones popup will appear:
Zones that can be grouped together will have a blue ‘Group’ button next to them.