To unlock the Group Therapy trophy in The Division 2, you will need to capture one of the game's control points in a group of 2-4 players, without any of you losing all of your health.
Control points are identified with a red flag icon on your map and are heavily guarded by enemies. The best strategy is to take them on a distance with long ranged weapons, play carefully maintaining cover at all times, and make sure you heal yourself and any teammates if your health is low.
Ideally, you want to do this early in the game. If you don't unlock this trophy before you have cleared the map of all of the control points in your own save, you can join a friend/random that still has control points left in their world and still unlock the trophy.