Do you have Notifications sett to PMS, Email, or both within GJ > Config > Notifications > Global? If you're trying to send an Email notification then ensure your site can even send emails by trying to email your self from CB > User Management by clicking your users checkbox then clicking Mass Mailer. If you're trying to send a PMS notification then ensure UddeIM is installed and configured to work with CB. If "Notify By" is set to default "PMS or Email" it will always attempt to send a PMS first, if that fails it trys Email so if you've UddeIM chances are high your users got the notification via PM.
Also note GJ will not send a notification to users if the item is not published so ensure your post is published. Sending a message to your group users only sends to active group users so ensure your users are not pending approval, etc..