If you already have all markers and clips, and none of the markers are bound to the clips (you can see whether that’s the case if you look on the markers tab where it says “clip reference”), then the markers have to be bound one by one. It can’t be done as a group after the fact. I normally use the CD Wizard in the first place to make markers, and that creates markers that are initially bound to the clips.
The auto group button is just needed for the clips on the right to slide when you insert more songs or more space. The Auto group button has no effect when marker binding.