When a role is assigned to a group, all users in the group will inherit the role.
In order to assign a role to a group in an external directory such as Azure AD, the group has to be imported and saved locally.
Navigate to "Groups"
Click the Actions menu of the selected group, then select "Manage Roles" in the menu
Click the "Assign Role" button
Select a role, e.g. "Admin"
Click the "Assign Role" button to save it