In Outlook.com (formerly Hotmail) I have received an email that went to about 30 email addresses.
How can I create a group from those addresses without having to enter each one individually?
Unfortunately, this is not possible at this time.
You can (directly within the email interface), add a new contact if the contact is the sender of the email (the "From" field). However, the contacts in the cc and bcc cannot be directly added to your contacts.
The quickest way of doing this individually for those 30 contacts you have would be to use the desktop version of Outlook (tested with Outlook 2013). Within here, you can hover on each persons email to add them to your contacts and then add them to the group.
