To send a private notice you have to log in to your StatusNet web interface. Either go to the group page, type your status update and select private by clicking on the lock symbol (2). Or use the form to enter a new status notice and select the target group from the pull-down list (1).
A private notice sent to a group will only be delivered to the local members of that group. That means if your account is on identi.ca and you are posting a private notice to a group only the other members of that group having an account at identi.ca will receive the notice but no federated members of the group. It also means that if you are posting a private notice from a federated account to a group on identi.ca the notice will not be delivered to any account on identi.ca.