Speakers can be grouped together by simpy dragging one player on top of another. You can use more button with three dots to remove speakers from the group.
Yes, Remote for Sonos requires incoming connections to automatically discover your speakers and to receive updates when their state changes (like volume, playback, source).
Played song, volume, mute, etc. has changed but the related change is not visible in the app? Sometimes it happens and the best way to fix that is to restart affected speakers, either with Reboot speakers option or by unplugging the speaker from the power source for a few seconds.
Send me details of your issue, preferable with screenshot and any other data which can help me to deal with the problem as soon as we can.