Rows or columns which should be grouped together on an outline level should have their OutlineLevel set to 1. If you would like to nest outline levels, set the OutlineLevel or rows to higher numbers:

Workbook workbook = new Workbook();
Worksheet worksheet = workbook.Worksheets.Add( "Sheet1" );

worksheet.Rows[ 4 ].OutlineLevel = 1;
worksheet.Rows[ 5 ].OutlineLevel = 1;
worksheet.Rows[ 6 ].OutlineLevel = 2;
worksheet.Rows[ 7 ].OutlineLevel = 2;
worksheet.Rows[ 8 ].OutlineLevel = 1;