Hi Thiago. 🙂
The groups are managed by BuddyPress. Please make sure that the groups feature is activated in Dashboard > Settings > BuddyPress.
Once a group is created, you have to select it when editing your course. Please find the attached screenshot.
Please be aware that to reduce repetition in CSS, and improve powerful runtime effects like theme switching, we use variables to customize our theme. The button style will be automatically adapted with the colors of your theme using those variables.
Hope this will help you. Let me know if you need more explanations.
Cheers,