You need to set Preferences > Import > Destination to Select group.
From help Help > Documentation > Preferences > Import:
DESTINATION
Choose the default destination where incoming data is stored.
Select group: A group selector is shown that lets you choose the destination. The group selector appears as a black panel floating on top of all other windows. Use it to select the group where you want to file the items.
Global inbox: The data is stored in the global inbox.
PS It’s a good idea to look at DEVONthink 3 as a completely new app which means you should read the help.
You could use this script to index a duplicate of DEVONthink’s help. Searching an app’s help content from inside DEVONthink is far easier than searching inside the macOS help viewer (at least for me).