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Hi @carlos_delcid,
You need to contact your O365 tenant administrator whether group creation option is disabled. See: http://community.powerbi.com/t5/Community-Knowledge-Base/Couldn-t-create-the-group/ta-p/169456
Currently, the created app workspace will be added as Office 365 group as well. But there is a plan, creating app workspaces won't create corresponding entities in Office 365 like group workspaces do, see: https://docs.microsoft.com/en-us/power-bi/service-create-distribute-apps#power-bi-apps-faq
Best Regards,
Qiuyun Yu