Wordpress - Now can I group custom post types together?

If you are wondering how to group multiple post types under one menu, you can easily do this with the show_in_menu argument when setting up your menu. See below:

$args = array(
 'public' => true,
 'show_ui' => true, 
 'query_var' => true,
 'rewrite' => true,
 'capability_type' => 'post',
 'hierarchical' => false,
 'show_in_menu' => 'your-custom-menu-slug.php',
 'menu_position' => null,
 'supports' => array('title','editor','custom-fields'),
 'has_archive' => true
);
register_post_type('your-post-type',$args);

Note: For this to work, show_ui must also be set to true.

Then you would create a menu using the add_menu_page function.

function add_your_menu() {
  add_menu_page( 'Multiple Post Types Page', 'Multiple Post Types', 'manage_options', 'your-custom-menu-slug.php', 'your_menu_function');
  // add_submenu_page() if you want subpages, but not necessary
}
add_action('admin_menu', 'add_your_menu');

In the same fashion, you can also attach post types to any existing menu. For example, it might be useful to attach certain post types to 'Posts' and others to 'Pages', while others might belong in 'Tools'. If you attach to an existing menu, you can ignore the add_menu_page function above and just modify the $args when registering your custom post type.

Just for future reference as this page ranks quite high in Google, you are not required to create a custom menu item if you just want to group some common post types together in the same menu, you can group together by using existing menu items:

By defining a 'master' post type, you can do something similar too:

'show_in_menu' => 'edit.php?post_type=a_master_post_type',