Agent Basics Gnus Unplugged Agent Commands
One of the main reasons to integrate the news transport layer into the newsreader is to allow greater control over what articles to download. There's not much point in downloading huge amounts of articles, just to find out that you're not interested in reading any of them. It's better to be somewhat more conservative in choosing what to download, and then mark the articles for downloading manually if it should turn out that you're interested in the articles anyway.
The main way to control what is to be downloaded is to create a category and then assign some (or all) groups to this category. Gnus has its own buffer for creating and managing categories.
Agent Basics Gnus Unplugged Agent Commands