I choose to use \"Jenkins\'s own user database\" security realm for user login as I couldn\'t use LDAP in my company. And Google\'s OpenID has issue when you decided to change
According to this posting by the lead Jenkins developer, Kohsuke Kawaguchi, in 2009, there is no group support for the built-in Jenkins user database. Group support is only usable when integrating Jenkins with LDAP or Active Directory. This appears to be the same in 2012.
However, as Vadim wrote in his answer, you don't need group support for the built-in Jenkins user database, thanks to the Role strategy plug-in.