Yes, as a lab owner, you can either let the lab handle resource group allocation for you or have all virtual machines created in a common resource group that you specify.
Separate resource group scenario:
DevTest Labs creates a new resource group for every public/private IP virtual machine you spin up
DevTest Labs creates a resource group for shared IP machines that belong to the same size.
Common resource group scenario:
All virtual machines are spun up in the common resource group you specify. Learn more resource group allocation for the lab.