In reply to Georgios Gergiou.

The version of Gutenberg which is integrated in WordPress 5.2 doesn’t have Group block I believe. As stated in other comments, the development of the Gutenberg plugin is ahead of WordPress.

If you don’t want to wait for the next WordPress release you can try to install the plugin. https://wordpress.org/plugins/gutenberg/

But I would recommend this only on testing environments and not on live websites.