To create a report that includes all your URLs in a specific group, you first need to create a Global View, where you click on '+ Create View' at the bottom of the left sidebar to create it:

When customizing this global view, make sure to choose all the URLs that you would like to export data from by using the filters:

Once you create and save the Global View with all the URLs, you will be directed to the View's dashboard page where you can click on "Export Reports" and customize it per your needs: