Groups are the easiest way for you manage varying levels of access to different pages / sections of your site.
Create groups by going to Settings > Members and using the Add Group button.
Give your group a name. Something like All Members or Attendees or Probably a Robot or Elves (those last two are only useful if your site is often visited by robots or elves).
If you already have members, you can add them to your group through the Select Members option.
Use the checkboxes to choose individual members or use the Add All Members button to do just that: add all current members of your site to the group.
At any point in this process you can click Add Group to add it to your list of Groups.
You can then edit this group later (possibly to add more members, for one example) by clicking on its name from this same list of Groups.