How do I set up a failover group in my replication destination

Simply add the address for each instance in the group to the destination, as shown below:

<Destination>
    <Name>amps-2</Name>
    <Topic>
        <Name>ORDER_STATE-Replication</Name>
        <MessageType>xml</MessageType>
    </Topic>
    <SyncType>sync</SyncType>
    <Transport>
        <Type>amps-replication</Type>
        <InetAddr>remote.example.com:19005</InetAddr>
        <InetAddr>remote-backup.example.com:19080</InetAddr>
    </Transport>
    <Passthrough>NYC</Passthrough>
</Destination> 

In this case, remote.example.com:19005 and remote-backup.example.com:19080 are the two instances in the failover group. When making a replication connection, AMPS first tries remote.example.com:19005; if that server is unreachable, AMPS tries remote-backup.example.com:19080.

For more details, see the AMPS User Guide.