Did you add the groups to the Netskope SCIM Enterprise Application?  Do the provisioning logs tell you anything?

Hello

I added the users well but I can't add a group directly, but it seems that I can synchronize them

Hi, this looks to be a MS limitation, see https://docs.microsoft.com/en-us/azure/active-directory/manage-apps/assign-user-or-group-access-portal.

The third paragraph states the following:

Group-based assignment requires Azure Active Directory Premium P1 or P2 edition. Group-based assignment is supported for Security groups only. Nested group memberships and Microsoft 365 groups are not currently supported. For more licensing requirements for the features discussed in this article, see the Azure Active Directory pricing page.

You can always use postman to create the groups and add the users to the groups,  not optimal but if this is just for testing purposes it will work