should I shrink the filegroup? how? SQL Server
Why would you?

I mean, the disk is there for you to use, and as I guess the server in which the database runs is devoted to it, there is no real reason to give the space back to the OS just to have the OS allocate it again to the same datafiles in the future.

Shrinking is in general not a really good idea, when you do it, you risk facing fragmentation issues which will hurt your performance. 

In case you have a good reason to do it DBCC SHRINKFILE(yourfile) is what you need.