Normally, you are able to add more units to a control group by holding shift and clicking on the control group's number when the units are selected. So if, for example, you have 5 units in control group 2 and you have 4 other units that you want to be in control group 2, then select these 4 units, hold shift and click 2, and now all 9 units will be in control group 2.
The above method generally works, but there is a bug. If the control group you are trying to add to is already full, then the next control group (1 number higher) will be replaced with one of the units you were trying to add. So if control group 2 has 12 units and control group 3 has a building in it, and you try adding 4 units to control group 2, not only will this fail, but control group 3 will be replaced by one of the 4 units you tried to add to control group 2. I can't imagine this is intended behavior, and I would appreciate it if this was fixed.