As a matter of fact, the Blender has no group so far.
You are able to create a collection in Outliner panel for organising objects, but it's not a group. It's the same with Join objects together.
For example, if I have three objects in a group, (I want to keep them as separate objects) is it possible to easily duplicate them as if I pressed AltD for every single one?
Here is a solution that actually allows use to use the array modifier to duplicate grouped objects. It does, however, require one extra mesh.
We begin with our grouped object:
Then add a plane. Go into the object properties for that plane, and enter the instancing tab. Select faces.

Finally, select your group object then your plane, and hit Ctrl-P to parent them, selecting Object.
Now, finally, if you add an array modifier to your plane, the group object will be duplicated:
Source: https://blender.stackexchange.com/questions/2525/array-a-group-of-objects