'Select All' is found under Edit.
'Group' is found in Group
Making a Compound Shape (The mace)
1. First, make a sphere in one of the viewports
2. Then select cone and click autogrid on. Notice how the cursor change when you are over top of the sphere.
Create several cones on the sphere, then create a cylinder for the handle.
3. Select All of the objects and then Group them together so they will work as one. Name the object Mace when the dialog box pops up.
You can see the name and change the color of your object on the right side of the screen on the 'Name and Color' rollout.