It runs all the time Windows is running and is a program in its own right. Type the number of the group you want to open. If you share your PC with others, you may want to create your own program group window with your favorite programs in it. That way your group window can be made off limits to other users. You can put an icon for a program in your program group window even if another user has one in his or hers.
Icons are just pointers to programs.
Having two icons doesn't mean you need two copies of the program running on your system. Now you are ready to open the program you want to use. You can open a program three ways. Windows is a wonderfully versatile platform which gives you many ways to do the same thing. You can choose what is comfortable for you.