How do I group images on a page please?
This is not “common”.
You need to tag the question “draw” / “calc” or “writer”.
As far as I can tell Images behave differently depending on whether they were inserted into a TextDocument or into a Draw or a Calc document.
For images directly inserted into a Wrriter document, I don’t know a way to group them with one another or with different shape-hosted objects.
Writer uses a basically different object class for images as compared with Draw and Calc.
I don’t know the reasons.
If you insert images into a Draw page (e.g.), they also are shape-hosted and can be grouped. This will not change if you later import such objects via Copy/Paste into a Writer document. Even after having ungrouped them they will still be handled as shapes and can be grouped again.
If you reversely insert an image first into a Writer document, and Copy/Paste it later into a Draw or Calc document, it will automatically be assigned to a shape as its .Graphic - and the shape can then be grouped.
And don’t forget images can also be inserted in Impress! So again a different case. Consequently, @AWoodJ, retag your question and edit it to better explain what you want to achieve in which context.
You can stick images into a table in Writer. This is not grouping, but if you want to lay out a bunch of similar images with text, then it will do the job.
Another workaround: After adding a caption, you can cut/paste further images into the caption. Since you can delete the text in the caption after creating it (including the “Figure:” label), this can also be used to group images without an actual caption.
+3 years, but maybe useful to someone coming here 
This works only if images are anchored As character. Otherwise adding images in a frame (Insert>Caption simply creates a frame around the existing image and adds a paragraph for the caption) does not imply that the added images move with the frame (on the contrary, they can remain at their initial position if the anchor and positioning parameters are badly chosen). And this is what usually happens when images are not controlled by frame styles, i.e. as soon as you “toouch” them with the mouse.