I've wondered the same thing.
To be honest I think they are useless modules. The Site points are supposed to make it so that a user has to earn a certian amount of points to access certain modules on your site. Makes no sense tho...I either have area for registered users or not. Who needs to earn points?
As for the groups, I thoguht you could use it to allow certain groups access to certain areas, on the contrary I think it simply is just a way of organizing users into groups and giving them some sort of title.

Forum groups are totally different. They affect the forums and work as they should. Certain groups can be given permissions to certain forums etc.