Hi@akhtar,
I think you don't have the group created in your Azure Cloud. Or the group may be in different regions. If you want to create a group, you can use the below command.
$ az group create -l westus -n MyResourceGroup
{
  "id": "/subscriptions/xxxxxxxxxxxxxxxxx/resourceGroups/MyResourceGroup",
  "location": "westus",
  "managedBy": null,
  "name": "MyResourceGroup",
  "properties": {
    "provisioningState": "Succeeded"
  },
  "tags": null,
  "type": "Microsoft.Resources/resourceGroups"
}
Hope it helps!
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Thank you!!