Where is the grouping feature?

No, admittedly that's a little awkward. Two workarounds I use all the time are:

1. Locking layers I don't want to be grouped so I can select by dragging the mouse around layers.

2. If it's only two items I select the underneath layer in the layer stack and then click the top layer on the canvas.

Whilst I am working I try to plan what might need grouping so that I can do it befoer I've covered evrything and got in my own way. 

doesn't work when one is on top of the other

You can't click any elements on the project canvas??

Doesn't work. It simply won't allow me to click the objects I want. And how easy it would be to shift click the elements from the layers display, but no. . . . not a feature. 

To group objects in Adobe Express, hold down the Shift key and click all the objects on the canvas you want to group together. The panel on the left-hand side should show you the option to Group.

New Adobe Express User Guide.

https://helpx.adobe.com/express/user-guide.html

I typically group layers in Photoshop.