The thing you’ll probably want to learn before anything else in Zbrush and commit to muscle memory, is the various shortcuts for controlling mesh visibility, as so much about efficiently working with polygroups comes down to being able to quickly isolate the polys you want on screen.
http://docs.pixologic.com/user-guide/3d-modeling/modeling-basics/mesh-visibility/
Then you’ll discover that once you have three polygroups assigned, it’s a simple matter to Shift-Ctrl click one of them to hide it, then “group visible” the remaining polygroups to merge them. In order to group visible, which is what Ctrl-W does for me, part of the mesh must be hidden.
An object must be a polymesh 3d object (not a primitive) to support polygroups. Polyframe mode must be turned on, and the polyframe must have sufficient opacity to be visible, as defined in Preferences> Draw.