How to cmd-tab to a group of windows, from different programs?
You can achieve this by using multiple desktops on your Mac. 

Start off by going into mission control (either swipe up with 4 fingers on your trackpad or press the f3 key) and then move your cursor to the top left of the screen and press the plus button. Drag the windows you want over to the new desktop then click on the new desktop and arrange the windows. You can quickly switch between desktops with cmd and he left or right arrow.