1) Left click on CQG icon in top left corner of one of your intended master windows and select Link Windows Mode from the menu.

2) With the Windows Linking icon attached to your mouse, left click in all the other windows you would like as part of that group.

3) Right click to get out of Linking Mode

4) Left click on the small colored circle of one of the windows you'd like to convert to a master window and select Change to a Master from the menu.

5) Repeat step 4 with any other window you would like to convert to a master.

Below is the help file for more information on this function

http://help.cqg.com/cqgic/19/#!Documents/linkingandgroupingwindows.htm