Plug the USB sync cable to your iPhone and the other end to the USB port of your computer.
Run iTunes if it does not start automatically.
Click the iPhone icon under the "Devices" list on the left pane of the window. Select the "Info" option and click on the checkbox next to "Sync Contacts with." Click the double arrows and select "Address Book" from the dropdown menu. Click "Sync" to transfer iPhone contacts to Address Book Apple
Run the Address Book. Click "File" then "New Group". Put a name to your new group and drag and drop contacts into the new group using GRupo window panel. Repeat for additional groups.
Back to the iTunes window and click on "Info". Go to the set of "advanced" options at the bottom of the window and click on the check box next to "Contacts". This will replace your iPhone contacts by new groups that you just created. you will not lose any of the individual contacts if you perform the synchronization step 3.