You can do this by grouping objects using Families. SciDave does a great job explaining how to use Families in his Mikey's Adventure tutorial, which can be found here:
It's the tutorial I'm currently reading. He also talks about the integral parts of any game, including HUDs and events, among other things.
If you mean see a group of objects highlighted or something similar while on a particular layout, I'm not sure there is something like that just yet. People correct me if I'm wrong. <img src="smileys/smiley1.gif" border="0" align="middle" />