How to add many event's participants to a single group
couple of options

if you go to Participants for your event eg http://d46.demo.civicrm.org/civicrm/event/search?reset=1&amp;force=1&amp;status=true&amp;event=3 then you can select all and 'add contacts to group'

or if you have the Event ID then Search Builder accepts the id for an = query on Event - ie entering 3 gets me

18 Contacts 
Event = Rain-forest Cup Youth Soccer Tournament

So your query would be 
Participant > Event > '=' > 3

in the example above.

Any help?