The capability is there, it’s just very hard to find. Assuming you want them all to dim to the same level, the easiest way is to use the standard smart lighting feature.
https://support.smartthings.com/hc/en-gb/articles/205380404-Smart-Lights
You first pick the lights you want to control:
And then you will get to say whether you want them to go on, off, or to a set level.
And after that you get to say that you want that to happen when some other light does the same thing. So lights B&C turn on when light A turns on.
Many people will use a virtual light for the master light (light A in the previous example) because then they can set different rules for different conditions, essentially gives the freedom to put lights into more than one group.
And once you get to that point, you may want to use custom code, which is what is referred to in the thread previously referenced. There are a number of smart apps including “Dim and dimmer” “dim with me” and several more which give you all kinds of group features.
If you haven’t use custom code before, it’s not that difficult. You’re basically going to copy someone else’s existing code and paste it into your accounts library.
The following FAQ is an overview of how custom code works in smart things.
But again, if you just want to group the lights in one room together so they go on at the same time and off at the same time you can just use the standard smart lighting feature. You’ll only need the custom smart apps if you want advanced features not available in the standard smart lighting rules, like setting different bulbs to different dim levels or different colors.