Hi. 
Welcome to the forum.
Windows specific answer
Under Windows it can’t be done.
. . . . . . .
I create categories by prefixing my icons’ names.
Either
00 this
00 that
05 that one
05 that other one
etc
Or aa, bb, cc
aa flag1
aa flag2
aa flag3
bb bullet black
bb bullet blue
bb bullet yellow
The list is alphabetically sorted in the app, so this creates groups.
. . . . .
Leave yourself space inbetween, you’ll be happy you did if you ever want to insert new icons somewhere.
Thus the 00 followed by 05
or aa, bb: which allows ab, ac ad, ba bc bd etc etc.
P.S. For the sake of the example I used 00 and 05, but the smart way is to START at 05, then 10, 15, 20. (This way you’d keep slots available before your current first group.)