but my server doesn't have a 'USERS' group in the permissions section.
Is this a Domain Controller? All systems have a "Users" group, except Domain Controllers. If it's a DC, then you'll need to grant access to the "Domain Users" group.
Do I need to add this on the WSUS/Patch Manager server, or shouldn't this group already be available?
The guidance only applies when Patch Manager and WSUS are installed on the same server, and the requirement applies to the registry key that is the WSUS Server.
Detailed guidance is available in:
SolarWinds Knowledge Base :: WSUS patch causes Access Denied errors in Patch Manager