That’s not true. If enabled, (allowed) users can send messages to a group. Those messages / topics will be shown in the “messages” tab on the group page.
Remember that Discourse is not a social network. Users can’t create groups. Only admins can.
As @pfaffman said, groups are merely a collection of users. They are often used to control access to categories. But, like I said, they can also receive messages.
As for the question in OP, when users are members of some groups, they will see all the messages sent to all their group in their messages.
As an example, here’s what I see here on meta where I’m a member of both support and team groups
