Why I'm not able to drag email in any group?

I drag a message from Apple Mail (or Thunderbird too) and drop it on a group icon, but nothing succeed.

DEVONthink 3 on OS X 10.11.6

You say “any” group? Was your target a “Smart Group” or a “Group” made with the “New Group” command? The former does not accept drop in-s as it is the group’s rules that define content.

Try: create a “New Group”, say called “Test” and try to drag and drop a mail to that one.

You don’t way what verion of DEVONthink you are using. 3.8 is the current version. Your MacOS version 10.11.6 is getting old. The current version is 11.6.

And support for El Capitan will be dropped rather sooner than later.