Creating toolsets within ArcGIS Python Toolboxes is surprisingly simple, but unfortunately somewhat difficult to locate in the documentation. Hopefully this will make it a little easier.
A tool's membership in a toolset is determined by category property of the tool class. Implementing this looks like the following in code.
class CreateSdeTool(object): def __init__(self): # ArcGIS tool properties self.label = 'Create SDE Workspace' self.canRunInBackground = False self.category = 'Create'
The end result produces toolsets in the toolbox like the following in the SDE Workspace Creation Toolbox.