Unable to select multiple layers and Encapsulate?

So, I watched a tutorial on youtube about using a skeleton and, I was following along of what the guy was saying and, when he said, select Encapsulate and,right click on the 3 layers,I was unable to do it. It only lets me select one of the layers and, there is no Encapsulate option.

This is the video

youtube.com/watch?v=r-FSDouTUkk

This is the time of the video where he explains the Encapsulate option.

2:07

It has been changed to more common term, :group. Pls refer to wiki.synfig.org/wiki/Group

and for all updated terms : 0.64 release, new terminology