After you create a new pricing group via Add a Pricing Group, you could assign the pricing group to any user. Use Search Customer to find the user that you want to assign the pricing group. In user detail page find "Roles" on the bottom. There is a "Add Roles" button. Click that button and check the checkbox of the pricing group name. Click "Update" to save the change. Now the user account becomes part of that pricing group. When he logs in he will see his discounted prices on all store wide items.