You don't. Permission schemes are associated with projects, and tell the project rules on "who can do what in this project".
You can put groups into permission schemes, (e.g. "in this project, the group X can resolve issues"), but it's strongly recommended that you do not do that, and you use roles instead. The use of roles allows the project owners to choose their own users (and groups), and simplifies the administration because you don't have to create and maintain a new permission scheme for every slight tweak in the usage of any groups.
Can you be clear on what you mean by associate a permission scheme with a user group. The way JIRA works is that permissions are set in a permission scheme which may make reference to various user groups and then the permission scheme is associated with one or more projects.
See https://confluence.atlassian.com/adminjiraserver072/managing-project-permissions-828787763.html or the appropriate page for your version of JIRA on other possible permission settings.
I hope this helps.
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