Keyword groups are used to obtain statistics on an aggregation of keyword data, in order to compare the evolution of the site's performance by theme.
Statistics by group of keywords are automatically calculated at the end of each period, i.e. at the end of the day at 24H in the evening.
So, if you have created a new project by adding keywords, it is normal that the table is not yet filled with data on the same day. You will have to come back the next day.