Distribution groups are in a way email groups that you can also use in Lync. You'd need to create it in Office 365 or your on premises Exchange environment. If you just want to create a regular group for yourself, there should be a little icon in the right side of your Lync client with a plus on top of it. You can create a group there as well, but other users won't be able to see or u
Hi Koustav Mitra,
Since you dont have Office 365, you should create it in your on premises Exchange environment.
The forum you posted is for Lync Server On Premise only. You can refer to the following link for creating an E-Mail Distribution List
http://technet.microsoft.com/en-us/library/cc164331(v=exchg.65).aspx
For any further question about creating or modifying Distribution Group, you can also post a question on Exchange forum for assistance. Thank you for your understanding.
Best Regards,
Eason Huang