I've updated (Firefox 138.0) and the feature doesn't seem to exist in my browser, even when carefully reproducing the steps in the video / tutorial.

From the support page: https://support.mozilla.org/en-US/kb/tab-groups

> This feature is experimental and is being introduced to the Firefox user base through a progressive rollout. It may not yet be available to all users.

I'll wait a few more days then I guess?