Facebook's been making some big improvements to Messenger recently, and the latest is no different: group calling is coming, with the global rollout having started yesterday on both iOS and Android. As is now usual with Messenger, the web app (on both facebook.com and messenger.com) will probably get the update at some point in the future.
Group calling works as you'd expect: tap on a group chat and, if the feature has rolled out to you yet, there will be a phone icon in the app bar. Tap this and it will bring up a dialogue asking who you'd like to include in the group call. While it's not clear how many people can be in a group call - I was able to start a group call with a group of 14 people, so at least that number - you can choose who you'd like to call or notify in this dialogue. To be clear, this only constitutes voice calling at the moment - while individuals can be called with both voice and video, the group calling feature is only voice for now.
Left: a group chat, with the phone icon in top right. Right: the dialogue which asks which people in the group should be notified.
I think the best thing about Messenger group calling is the fact it makes Skype even more useless now. However, many still use Skype to video call friends and family, so Facebook has probably still got some way to go until Messenger takes over as the main way to call others over the internet.