Hi Hashir,
An Enterprise Group is the same as a User Group in BOBJ.
It is good practice to define security using these User Groups rather than using the imported BW Roles directly - if the BW Roles get removed accidentally then you lose the security settings. If you create security using User Groups and then make the BW Roles "members" of these User Groups you only use that relationship (which is easily recreated).
Bear in mind that security is still defined in BOBJ - it's only the assignment of users to roles/groups that is done in PFCG.
Bill