In User -> Roles, you could manage your roles. You will see the default "Administrator" role which is your store admin role. You don't want to delete this role. Otherwise your store would be messed up. To add a pricing group such as wholesale group, fill out "Add a New Role" form and click "Add" button.

• Role Name: enter a name for the pricing group
• Discount: enter a number for the discount. E.g. if you wish to give 25% off discount, enter 25.
• Minimum Order Amount: enter the minute order amount if you wish to set the limit. If you want to set the minimum order amount, just enter 0.