Use the create(DataObject) method to create a group with an initial person assigned to that group.
DataObject root = service.createRootDataObject();
DataObject entity = SDOHelper.createEntityDataObject(root, null, DO_GROUP);
entity.set("cn", "Admins");
entity.createDataObject(DO_MEMBERS).createDataObject(DO_IDENTIFIER).
setString(PROP_UNIQUE_NAME, "uid=Admin,cn=users,dc=yourco,dc=com");
root = service.create(root);
<?xml version="1.0" encoding="UTF-8"?>
<sdo:datagraph xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xmlns:sdo="commonj.sdo"
xmlns:wim="http://www.ibm.com/websphere/wim">
<wim:Root>
<wim:entities xsi:type="wim:Group">
<wim:cn>Admins</wim:cn>
<wim:members>
<wim:identifier uniqueName="uid=Admin,cn=users,dc=yourco,dc=com"/>
</wim:members>
</wim:entities>
</wim:Root>
</sdo:datagraph>
<?xml version="1.0" encoding="UTF-8"?>
<sdo:datagraph xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xmlns:sdo="commonj.sdo"
xmlns:wim="http://www.ibm.com/websphere/wim">
<wim:Root>
<wim:entities xsi:type="wim:Group">
<wim:identifier externalName="cn=Admins,cn=groups,dc=yourco,dc=com"
repositoryId="LDAP1"
uniqueId="73dc5d64-be44-4db0-9697-9a69056eb699"
uniqueName="cn=Admins,cn=groups,dc=yourco,dc=com"/>
</wim:entities>
</wim:Root>
</sdo:datagraph>