This is a special local message, meant for you to read, it is not a real news message and it is not sent to other news servers.
This message appears in a news group when the server is 'DNEWS' and it is configured to fetch news items for each group only if someone locally reads an item in that group. The message exists purely as a way for the user (you) to indicate to the news server that you want items in that group, and you indicate this by the act of reading the 'Group download...' message.
After you read it DNews rushes off and tries to get some news items for that news group, this may take seconds or minutes, if you still don't see new items by the next day then the group may indeed be empty, or there may be a local configuration problem in DNews, contact your own ISP/news administrator in this case, tell them the name of the group involved and the news server you are reading from and they will try and solve the problem, they are welcome to contact Netwin's technical support staff for assistance if they need it. If you are the news admin then see this page https://netwinsite.com/dnews/feedsin.htm for ideas on testing/fixing a faulty news feed.
These "Group Download" messages should never appear except on the actual DNews server that generates them, occasionally they do leak out onto other systems but this should be very rare as the message is always generated with the same message id and a date a month in the past so most other news servers will not accept them even by accident, and certainly never more than one of them.
If you see a message "RE: Group download in progress" this is created by someone replying to one of these special local messages, in later versions of DNews this is not permitted but in earlier ones it was and these replies are 'real' news messages so they can leak out into the internet.
If you want to learn more about DNews see https://netwinsite.com/dnews.htm
If you want to read the DNews technical manual see https://netwinsite.com/dnews/manual.htm