In the Control Panel, from the Main Menu select 'Static Data' and then ' Manage Sub-Group Members'.
To add the user to a new Sub-Group, select the Sub-Group from the dropdown menu and enter the user's email address. Now just click on the first red button - 'Add User to Sub-Group'.
Selecting the Sub-Group from the dropdown menu and clicking the second red button below - 'Show Members of This Sub-Group' - will confirm that they have been added.