They have totally different meaning and aren't really related at all.
ORDER BY allows you to sort the result set according to different criteria, such as first sort by name from a-z, then sort by the price highest to lowest.
(ORDER BY name, price DESC)
GROUP BY allows you to take your result set, group it into logical groups and then run aggregate queries on those groups. You could for instance select all employees, group them by their workplace location and calculate the average salary of all employees of each workplace location.