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This brings us to some extremely important points about execution.
1. No startup xactions run before or after a scheduled xaction is run. If you want session variables, you'll need to add them as a sub-xaction of whatever you're scheduling. The reason is you can only schedule one single xaction to run per schedule, but you can create as many schedules as you like.
2. No roles normally associated with the user are assigned to them when things are run through the scheduler. This means you cannot use Mondrian, Analyzer or any other component that depends on roles, because these roles will not be passed on to Mondrian. You can have a completely open schema, but this means that you will have separate caching for each schema in Mondrian. One for your secured schema that depends on roles, and a separate cache for the unsecured schema.
Examining the meaning of the word group.
Where you see the word "Group" in the picture is the name you are giving to the particular schedule. It has nothing to do with a role, access group or any security related concept. Groups simply allow you to schedule say two separate kinds of things to happen at different times under one name. You can make the schedules public and by doing so, other users who through the Pentaho User Console decide to schedule their reports will be able to have them run attached to the schedule you made public. This does not mean that other users gain access to whatever was scheduled by the individual in the Pentaho User Console.