After a campaign has been run you can filter results and see who and who didn't engage. These filtered results can be assigned to a group.
Assigning a group doesn't over write the existing group it simply adds another group name to the contact.
This is really useful if you want to target a certain set of people that have responded (or not responded at all) with a followup campaign.
To assign a contact to a new group look for the 'Add these to a Group' button at the bottom of every report or dig-down.
You'll need to type 3 or more characters before you can the filtered result .