Yes, if you are creating new constituents or updating existing constituents and you'd like them to be in a specific group (or groups), you will need to use the Custom Constituent Import or the Group Assignment Upload operations.

If you want to add a constituent to multiple groups, copy the constituent's information and create a row for each group.  Each row in your import file will upload the constituent into the group as noted in the GROUP_ID or GROUP_NAME column. 

There should only be one value in the GROUP_ID or GROUP_NAME column for each constituent row in the file, but the same constituent can be included in the file as many times as needed.