You can connect a Facebook Group if yourFacebook account is an admin of the Page. That's why you may not see the group when you try to connect it to Zoho Social.
This is due to API restrictions you can only connect Facebook Groups that are managed by personal accounts to Zoho Social.
Posts published will go via your Facebook profile and not your Facebook Page
To make your Facebook account an admin of the Group, follow these steps:
1. Join your Facebook group as a member from your profile
2. Switch to role as Facebook Page and open the Facebook group
3. Click on the members section on the side menu
4. Next to your profile, click on the (...) button and select Make Admin
You can now come back to Zoho Social to connect your Facebook Group.