Typically, the exam covers three areas of your major in depth equivalent to one or two graduate level courses plus their prerequisites. Sometimes, though, the purpose is to ensure breadth at an undergraduate level, and the exam might cover the content of perhaps 5 undergraduate courses. Thus, there is no chance to adapt to the style of your examiners' questions and grading idiosyncrasies. Ideally, the exam tests whether you have assimilated the material in a way that draws connections among courses. Know when and how you are are going to master each component.
Most students find a study group to be helpful.
It keeps studying a top priority, since you are responsible to the group to present certain material or discuss your answers to certain study questions. Group members have a sense of working toward a common goal, and can support each other to combat the isolation and panic that single studiers can experience. Beware of groups that spend more time in socializing than in work, and groups in which the members come unprepared, but in general, the group is a useful tool. Even if you belong to a group, realize that preparation for the exam will require a significant investment of your solitary time. You need to prepare for the group session, and do extra work in the areas you find hardest.