How to group variables in the Inspector?

You can group things in a new class:

 [System.Serializable]
 public class Movement
 {
     public float moveV;
     public float moveH;
 
     public bool isRunning;
     public bool isLooking;
 }
 public Movement movement;

I would advise against @Stardog's suggestion to create an entirely new struct since it would introduce structural changes to your code in order to achieve a specific result in the editor. In this case in particular, it would be less than preferable because it impacts the way those variables are accessed.

In principle, the editor provides an interface for working with your scripts, so you should avoid making those changes of accommodations for the editor unless it's an editor script, which explicitly serves the purpose of defining specific behavior for the editor to follow.

Rather than accessing them directly as a part of the namespace of that class, it's now part of a member struct of that class.

No Changes

 public float moveV;
 
 ...
 
 moveV = 1.0f;

Enclosed in a Struct

 [System.Serializable]
 public class Movement
 {
   public float moveV;
   public float moveH;
   
   public bool isRunning;
   public bool isLooking;
 }
 public Movement movement;
 
 ...
 
 movement.moveV = 1.0f;

In this case, an entirely new data type is being created and instantiated in order to take advantage of editor's preference to display structs as a foldable section.

An easy alternative would be to follow what the selected answer has done, which is to use relatively innocuous attributes to insert header labels in the inspector view. That approach does not make any structural changes, which means that the manner in which that data is accessed will remain unchanged.

If it's sufficiently complex, then you could opt to leverage an entirely custom solution where you define a custom inspector script for a particular component. Something like a foldout to go as far as creating a little arrow that can expand and collapse a number of members. It will add some overhead in terms of the amount of work that must be done to expose new variables to the editor. That would be not be a cost you would incur if you were opt for something more lightweight, like the editor attributes mentioned in the selected answer.

Example:

 public class Player : MonoBehaviour
 {
     public float health;
     public float stamina;
     public float speed;
     public CombatStats combatStats;
 
     [System.Serializable]
     public class CombatStats
     {
         public float attackPower;
         public float defense;
         public float dodge;
     }
 }

I agree with @terrehbyte's response.
Creating a class (or even a struct, because classes create more garbage) for the sake of organizing inspector is a bad solution.
However, if for example the fields belong together such as @luislodosm's example, it is a good idea (and should be used) but use structs rather than classes.