How do I set up a group in Apple mail

If you mean distribution list, unfortunately this feature isn't officially supported, but there is a workaround.

Try this workaround: https://www.lifewire.com/set-up-contacts-for-group-mailing-in-ios-mail-1172538

Fantastic.

Glad it worked.

I've been using this workaround for my work emails for some time.

Strange that it's not implemented, but at least there's a workaround.