In the Blender Guru Donut tutorial he made a sprinkle for a donut. He copied that sprinkle and made a smaller version of it. He Shift selected both and made a group with the shortcut Ctrl+G. When I do the same it assigns both sprinkles into a collection. I have read that the layer system is redone completely. So when I make a group out of the two objects, is it the same as a group and where can I see that group?
Groups and Layers in 2.80 were scrapped and merged into the same thing now for 2.8. These things are called Collections.
Then you can rename your new Collection.
Then in the Properties Editor, you assign your collection to be simulated in a particle system.