How to “group” (categorize) the Pages together?

You can use categories with pages by registering the category taxonomy for the page object type:

function categories_for_pages(){
    register_taxonomy_for_object_type( 'category', 'page' );
}
add_action( 'init', 'categories_for_pages' );

If you want to use a separate taxonomy for this, you can register your own taxonomy for pages.