@MS Techie - Thanks for reaching out.
If you want to use action group, you need to create the new metric alert rule, its resource type is Microsoft.Insights/metricAlerts.
For the new metric alert rule, I don't think there is any built-in PowerShell command, we need to use ARM template and New-AzResourceGroupDeployment to create it.
Take a look at this document for more reference : Alert Metrics Create Template
You can find the actions in the template, just specify the actionGroupId, you will be able to add the action group.
"actions": [
{
"actionGroupId": "[parameters('actionGroupId')]"
}
]
Hope this helps.
If the above response helped, Please feel free to "Accept as Answer" so it can be beneficial to the community.