The light mixer editor is a convenient window to allow you to edit multiple lights in the same interface.
You can open the light mixer editor from the scene properties and clicking on the Open Light Mixer Editor
Or, you can open it from the Object Context Menu.
To create a group, click the + button on the right. A default name will be given to the group.
Once you've created your group, you can add lights from the scene using the drop down list, or do a search using the funnel icon.
Once you've added the lights to a group, you should see something like this.
As you can see, the UI presents some of the more common parameters that you would edit on a light. From left to right: