1.  Point EntitiesThings like light and info_player_start are point entities.  They contain no blocks.  You create these with the light bulb tool. 

2.  Block EntitiesThings like func_ladder and func_door are block entities.  They DO contain blocks.  You create these by building blocks, selecting them and pressing Ctrl+T (Tie to entity).  This groups the blocks into an entity. 

A func_group is basically the Quake version of HL's func_wall.  I think.  If you select it and press Ctrl+W (Move to world) it will release the blocks from the entity (func_group) and they will become ungrouped, normal blocks.