Use the Window > Palettes > Selections palette to create saved, frequently accessed sets of selections that are stored with the Project.
The controls of the Selections Palette allow you to save any selection made on the Floor Plan, 3D window, Section/Elevation/IE window, or a Detail/Worksheet drawing. You can delete a selection or sort saved selections by name or by window of origin.
You have probably noticed that Dimensions and Zones can’t be part of a group. Save them as a selection is a good workaround.