"Just can't understand rule by what Multicast group (Multicast adress) is created."
Either by host just sending to a multicast address and/or by "registering" it wants to receive packets addressed to one or more multicast addresses.
As to your questions concerning getting multicast packets from sender(s) to receiver(s), that can be very simple on a shared network and media, especially w/o something like IGMP snooping switches, to rather complex when multicast traffic needs to cross networks. The latter uses various forms or multicast routing and possibly, other "efficiency" techniques like the already mentioned IGMP snooping, or Cisco's PIM snooping.
On the subject of "efficiency", as the most inefficient multicast might be treated like broadcast but which might be sent to all connected networks. Conversely, the most efficient multicast tries to work much like unicast, i.e. sending traffic from sending host to only destination hosts that want it, yet without, where possible, any additional duplication of multicast packets or sending multicast packets where not needed and often using the shortest path between sender and receiver too.
As to number of multicast groups, as @paul driver mentions, the multicast address space is fairly large, so often you might have one address/group for every unique multicast stream. This though, can create a very large multicast table to support.
You can also "share" multicast addresses across different unique streams, then the receiving hosts have to determine if the received multicast packet is one they want (much like dealing with broadcast packets). Sharing multicast address may also send multicast streams where they are not actually desired by receiving hosts.
Since multicast can go further than desired, you can also "scope" limit multicast addresses, so they have physical distribution limits (this also allows reuse of the multicast addresses [somewhat like defining your own unicast private IPs]).
Unsure the forgoing helps answer your questions, but understand multicast is as, or possibly more, complicated than unicast, but often less well understood as, historically, it's not nearly as widely used as unicast.
