In order to create a new lightbox or add content to a lightbox, please see here.
Creating a New Lightbox Group
A Lightbox Group is a collection of Lightboxes you can create for sorting purposes only within the Lightboxes section of globaledit (the lower left-hand corner). A Lightbox Group is useful for when you need to organize your collections, or clean up a number of Lightboxes by putting them into a category. A Lightbox Group is by no means to be considered a folder of Lightboxes, as a Lightbox Group cannot be shared.
To Create a New Group, select the Options icon in the Lightboxes panel and choose "New Group". You will be asked to enter a new Group name. Click OK.
Once created, simply Drag and Drop individual or multiple Lightboxes into this group.