Windows: what is the group of icons by the clock called?

That is your "Notification Area" or "System Tray".

More info from here:

The system tray is located in the Windows Taskbar, usually at the bottom right corner next to the clock. It contains miniature icons for easy access to system functions such as antivirus settings, printer, modem, sound volume, battery status, and more.

And from Wikipedia:

The notification area is the portion of the taskbar that displays icons for system and program features that have no presence on the desktop as well as the time and the volume icon. It contains mainly icons that show status information, though some programs, such as Winamp, use it for minimized windows... The notification area is commonly referred to as the system tray, which Microsoft states is wrong, although the term is sometimes used in Microsoft documentation, articles, and software descriptions.