I don’t think the UI allows for that. I don’t know the reason, but I assume it’s a good one (applying the “Chesterton’s fence” principle 
)
I would certainly try doing it from the database. It shouldn’t be too complicated to just import group names.
If you need to actually establish relationships and assign records to the groups, then it gets more complicated (though still possible, of course). In this case I would also consider writing a simple PHP importer that would write the data using Beans.