How do collision groups work? My script doesn't work properly?

game.PhysicsService:CreateCollisionGroup("Test")
game.PhysicsService:CreateCollisionGroup("Not")
game.PhysicsService:SetPartCollisionGroup(script.Parent, "Test")
game.PhysicsService:SetPartCollisionGroup(workspace.NEIN, "Not")
game.PhysicsService:CollisionGroupsAreCollidable("Test", "Not", false)

print(script.Parent:CanCollideWith(workspace.NEIN))

It prints true, even when I specified that they will not be collidable.

You're using the wrong method. You want to use CollisionGroupsSetCollidable, not CollisionGroupsAreCollidable.