The first step is to create a steam group. Once this is created the group admin (the person who created the group) will need to click on Admin Options and then Edit group profile to get the steam group ID.
Once you have the steam group ID you can edit you server.cfg as follows, (where ###### is your steam group ID remembering to uncomment the start of the line \\):
sv_steamgroup "######" // Steam group ID number
sv_steamgroup_exclusive 1 //to make it exclusive and private 0 = off
