Hello Atif,
Thank you for reaching out. Please refer to this guide for more details on creating shopping campaigns and ad groups within these campaigns. You will find this code sample in C# useful to create ad groups within the shopping campaign. The below provided method from the code sample will help you to create ad groups within the campaigns. Let us know if you need any additional information.
private static AdGroup CreateAdGroup(AdWordsUser user, Campaign campaign)
Regards,
Nikisha Patel, Google Ads API Team