The Insert Token button on the Create panel makes it easy to group regular expression tokens together. Simply select the part of the regular expression you want to group, and then select the kind of group you want in the Insert Token menu.
A non-capturing group groups the selected tokens together, so you can insert a quantifier behind it that will apply to the entire group. Non-capturing groups are also handy when you want to alternate only part of a regular expression. As its name indicates, a non-capturing group does not capture anything. It's merely for grouping. The benefit is that you can freely mix non-capturing groups with numbered capturing groups in a regular expression, without upsetting the backreference numbers of the capturing groups.
Some regex flavors do not support non-capturing groups. In that case, you'll need to use a capturing group instead.
An atomic group is a non-capturing group that is atomic or indivisible. Once an atomic group has matched, the regex engine will not try different permutations of it at the same starting position in the subject string. You can use it to optimize your regular expression and to prevent catastrophic backtracking.