That's not a Group: grouping condenses information into summaries, not collects them together. This may help you understand the idea - it's for SQL queries, but its; exactly the same principle:
SQL GROUP By and the "Column 'name' is invalid in the select list because..." error[
^]
What you are trying to do is sort the records, not group them, for which you want OrderBy:
dt = dt.AsEnumerable().OrderBy(r => r.Field<string>("Address")).CopyToDataTable();