When I check service connection of my web app, I found the
"Workflow Service Application Proxy" wasn't in default group. I want to check but it was disabled.
How can I add it to default group?
You need to register it as Register-SPWorkflowService cmdlet automatically adds the Workflow Service Application Proxy to the Default proxy group
For HTTPS site
Register-SPWorkflowService -SPSite 'https://myhost/mysite' -WorkflowHostUri 'https://WorkFlowServer.domain.com:12290' -AllowOAuthHttp –Force
For HTTP site
Register-SPWorkflowService -SPSite 'http://myhost/mysite' -WorkflowHostUri 'http://WorkFlowServer.domain.com:12291' -AllowOAuthHttp –Force
You will have to Re-Register after installing March or any later update (2013).
The Register-SPWorkflowService cmdlet creates a Workflow Service Application and associated Service Application Proxy which connects the SharePoint farm with Workflow Manager. The cmdlet automatically adds the Workflow Service Application Proxy to the Default proxy group in SharePoint. If you are using a custom proxy group then you will need to add the Workflow Service Application Proxy to the custom group manually using either the Central Administration interface or the Add-SPServiceApplicationProxyGroupMember cmdlet.
you can try by using Add-SPServiceApplicationProxyGroupMember cmdlet follow below article: http://technet.microsoft.com/en-us/library/ff607588(v=office.15).aspx
yes, Anuja is perfectly right. In your case, it seems, you registered for another service connection group. Adding the workflow service proxy via checkbox in Central admin to group "default" is not possible.
You can find here a sample code snippet how to add via PowerShell: