Go to Advanced -> Devices, and find the ZWave device in the device tree on the left. Click it, and click "Send command to device" in the right pane. Select "Set association" from the drop down list. Fill in the node ids for the node you want to set associations for, enter a group (starts at 1, I believe), and enter the device nodes it should be associated with. This is a list of the form: 1,3,-5,6
Entering a negative value will remove the association, positive values will add associations. Be sure to associate the node with the PC interface node if you need to receive events.