It simply means you should define OBJECT-GROUP entities before defining OBJECT-TYPE entities in your MIB document.
Take RFC 1907 as example,
https://www.rfc-editor.org/rfc/rfc1907
snmpGroup OBJECT-GROUP
OBJECTS { snmpInPkts,
snmpInBadVersions,
snmpInASNParseErrs,
snmpSilentDrops,
snmpProxyDrops,
snmpEnableAuthenTraps }
STATUS current
DESCRIPTION
"A collection of objects providing basic instrumentation and
control of an SNMPv2 entity."
::= { snmpMIBGroups 8 }
is defined first, and then
snmpInPkts OBJECT-TYPE
SYNTAX Counter32
MAX-ACCESS read-only
STATUS current
DESCRIPTION
"The total number of messages delivered to the SNMP entity
from the transport service."
::= { snmp 1 }
About why groups are important, you can read RFC 2580.
https://www.rfc-editor.org/rfc/rfc2580
Since you are going to define groups, then adding associated MODULE-COMPLIANCE is recommended.