Is there a tag for grouping “td” or “th” tags?

Answer 1

Does exists a tag for grouping th or td element?

Yes, it's called colgroup.

Don't want to use a colgroup? Sorry, that's how grouping table columns is done in HTML. Use the tools given to you, or don't.

Answer 2

for grouping cols (or rows ) in a html table you can use colspan (or rowspan) attribute

  <table> 
      <caption>Test Caption </caption> 
      <tr> <th colspan="2">65</th> 
        <th colspan="2">40</th> 
        <th colspan="2">20</th> 
      </tr> 
      <tr> 
        <th>Men</th> 
        <th>Women</th> 
        <th>Men</th> 
        <th>Women</th> 
        <th>Men</th> 
        <th>Women</th> 
      </tr> 
      <tr> 
        <td>82</td> 
        <td>85</td> 
        <td>78</td> 
        <td>82</td> 
        <td>77</td> 
        <td>81</td> 
      </tr>
  </table>

(or nested table)