Do you participate in FB Groups to promote your brand? Is it worth creating one?
Could you recommend me a social media marketing group?

There are a lot of Social Media groups out there @albertmora  I don’t know if this link will come through for the searches but here it is: http://www.facebook.com/search/results.php?q=social%20media&init=quick&tas=0.5123695950152296&type=groups 

I usually go to http://www.facebook.com/search and then filter by Groups to find groups related to a keyword.  I’m a member of several of them and I’ve left certain groups because they are more spammy.  I also use http://www.fbinstant.net to do searches. 

It also depends on what you are looking for – networking with other like-minded people is my favorite.  I don’t usually expect any business from those groups.  Hope that helps!