@lynn. Yes you can. I just did it between two opened PBIX files. Make sure files are in the Power Query Editor mode. Right-click on the group you want to copy. Click copy. Then move over to the PBIX file you want to paste it to. Right-click on the left side of the pane where all of your tables are located and select Paste. The group with all of the files will load. Let me know if you are successful as I was.
Paul