To add Simple Products to a Grouped Product please follow these steps
1) Log into your magento admin panel
2) Navigate to CATALOG > MANAGE PRODUCTS
3) Locate the Grouped Product you with to add to
4) In the side tabs there is one for "Associated Products", click this
5) this will show all currently linked simple products, if there are any - to assign more you must first click "RESET FILTER"
6) Now you can search for additional products by Name or SKU and click the tickbox to assign these to the Grouped Product
Ensure you save before leaving this page to avoid losing work