It's a but counterintuitive but easy to grasp. Groups are used for variations. You make, for example, an "asteroid explosion" group and put several different explosion sounds which will be triggered randomly or in particular order. Then you make a "spaceship explosion" group with several audio variations etc. That's what the groups are for. Then, you put them all under an EXPLOSIONS BUS, which is basically a groups group, which you can tie up to a particular channel in unity audio mixer and manipulate altogether.
As for the first question, it's best to keep one and use don't destroy on load.