The plugin Tag Groups Premium extends the features of the free Tag Groups plugin. Both come from the same creator.
The free Tag Groups plugin is available from the Wordpress repository.
While the free Tag Groups plugin helps you organize tags in groups, you need Tag Groups Premium in order to use these groups on the post edit screen and for filtering posts by groups on a page. You can find more details on the feature comparison table.
If you want to use the premium plugin Tag Groups Premium, you need to install both plugins, and both plugins must be activated.