How to group objects? I have selected several objects and pressed Ctrl+G. Or I have selected several objects, then click Object -> Group -> Create new group.

It doesn't matter what I do. The only thing that happens is the Create New Group panel appears and I am able to enter a name for the group. 



It's nice but I need group to appear in scene graph and I be able to manipulate with multiple objects as a whole.

Is it possible in Blender?
On the top of the outliner, there is a drop down that says all scenes, click it, and set it to Groups.

If you are trying to manipulate all of the individual meshes at one time (as in Edit Mode), then you should use Join (Highlight all desired objects to Join &amp; Ctrl + J