Hello, you cannot group a report by a multi-select field's value natively. You can create a calculated custom form field that references the values of your multi-select field, and use that calculated field as what you group by. But, just know that any combination of answers will show as their own grouping (i.e. A/B/C is a grouping, A/C is a grouping, B/C is a grouping, etc. See more in the replies on this thread to look at this more in depth.
If you're looking to just pull objects that include a specific value of a multi-select field, you can use that specifically in your report filter, not a grouping...
If this helped you, please mark correct to help others : )