Sign in to Google Groups, go to the main page the group and click the
"Edit my membership" link (for a Google Groups discussion group) or
the "Edit my subscription" link (for a Usenet newsgroup) on the right
hand side of the page, and select one of the email delivery options.

You can also change all the delivery settings for all the groups you
have joined: go to the main page of Google Groups and click the
"Manage my memberships" link.