Hello there is no any customer group. but there is one concept in odoo. based on that the pricelist is work.

Go to Menu sales => Products =>  Pricelists => select any pricelist and open form view.

into that one field you can see called "country groups". into country groups there is one field called "countries".

see below image.

click on the country group name, so below screen will open.

set the country here.

now go to the customer screen and set the customer country.  so based on the customer country odoo will 

automatically detect the pricelist. for eg. i have two pricelist (1) Europe pricelist (2) south america Pricelist.

now into the south america pricelist, i assingned the country group south america and into this group already country assigned. for eg Argentina. now when i set the country argentina to the customer, so into that customer , the south america pricelist automatically set.         

I hope this will helps you.