Use << Get Column Group Names to get list of the names and then << Get Column Group to get the list of columns

Edit: If you wish to have strings, loop over the list of columns using Transform Each and then convert them to strings using << Get Name
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Cities.jmp");
dt << group columns("xy", {:X, :y});
dt << group columns("pollutants", :Ozone :: :Lead);
colrefs = dt << get column group("xy");
colnames = Transform Each({colref}, colrefs,
colref << get name
);
show(colrefs, colnames);
-Jarmo