Hello.
You need to select the layer handles, not just the layer itself.
Behind the scenes, you set which layer/polygon handles a skeleton bone changes when you move/rotate/scale it.
So, you need to:
select both Group and Skeleton layers in order to see their handles;
click on the green handle point of Group layer (it’s called group/layer Origin) - it moves/rotates all the group
right-click any handle (green/blue/brown(?) of the skeleton bone you want to link to.