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.

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.

In User -> Roles, you will see a list of existing roles. You could use "Edit" or "Delete" button on the right to manage these roles. Or fill out the "Add a New Role" form to add a new role.