array_agg, string_agg

select 
us.usr_id,
array_agg(gr.grp_name order by gr.grp_name)
from appd_groupuser us 
join appd_group     gr on us.grp_id = gr.grp_id
group by us.usr_id

select 
us.usr_id,
string_agg(gr.grp_name, ', ' order by gr.grp_name)
from appd_groupuser us 
join appd_group     gr on us.grp_id = gr.grp_id
group by us.usr_id