You can't do what you're thinking in the "normal" (consumer) Gmail. (What you want is possible with Google Apps Email, but I assume that's not what you're talking about.)
You can create a contact group in your Contacts that will make it easy to find and send email to multiple people, but ultimately it just adds all of their email addresses to the To: field. Just go to your Contacts (from the menu in Gmail or at http://contacts.google.com) and create a Group.
Your other alternative is to use a mailing list system like Google Groups. That offers you a way to have one email address that sends messages in turn to multiple email addresses, but it'll be in the form of