A User Defined Group is just a group of search strings or keywords that LEM can evaluate all at once for a rule action or a filter. Typically something created by the end user (you).
LEM isn't able to fire rules against historical data, but one thing that I've done in the past is mirror my Rule correlation in nDepth and run a search against previous data. Usually if you find search results it would indicate the rule would have fired, but there's no substitution for a real test. Ultimately if you have a test scenario or test database that you can run an actual injection against would be the best option.