Should happen already - if your light is a CoronaLightMtl, the automatic setup will work respecting the group that the object is part of (see
https://youtu.be/JRNxxzgUhSw?t=4m59s ).
For adding manually you should be able to click on either the top level of a group, or on the specific object, using the + button in the LightSelect render element. Note that it is done by object, rather than by material, that is, you can't have one LightSelect that handles all objects with that particular material applied (well, you can, but you add the objects to that LightSelect rather than add the material itself).
Let me know if that helps!