Can I create a group by selecting students directly from the list?

Yes. This method should be reserved for simple groups that you don't want to align with other groups.
To do this, go to the display Timetable > Students> List; select the students to be grouped, right-click and select the command Create a group with the selected students; in the pop-up window, name the group, click on the button to designate a subject, choose the option Type of group > Classic, then click on Validate.