In a tutorial i was told to add my New Material i made(colours/reflections/diffusion) to a Null object but i got no idea hwo to add one

Heres some screenies of my issue

PROBLEM



WHAT I NEED

select everything from the first object beneath the sky (hypernurbs) till the last;
then right-click and choose group objects --> this creates a null object (its a group tool, among others)
then your set to continue.