See example below.

data t1;
  do month=2,4,6,8;
     do sex='F','M';
           do i=1 to 30;
            v=rannor(1230)+(SEX='F');
                OUTPUT;
                end;
        end;
  end;
run;
         

proc sgplot data=t1;
   vbox v / category=month group=sex;
   xaxis  label="Month";
run;

group=sex  报错  显示语法错误

可以的，如图。

Your SAS may be an older version. Here is my log file.

40   data t1;
41     do month=2,4,6,8;
42        do sex='F','M';
43              do i=1 to 30;
44               v=rannor(1230)+(SEX='F');
45                   OUTPUT;
46                   end;
47           end;
48     end;
49   run;

NOTE: The data set WORK.T1 has 240 observations and 4 variables.
NOTE: DATA statement used (Total process time):
      real time           0.14 seconds
      cpu time            0.03 seconds


50
51
52   proc sgplot data=t1;
53      vbox v / category=month group=sex;
54      xaxis  label="Month";
55   run;

NOTE: Since no format is assigned, the numeric category variable will use the default of BEST6.
NOTE: PROCEDURE SGPLOT used (Total process time):
      real time           3.05 seconds
      cpu time            0.28 seconds

NOTE: Listing image output written to SGPlot.png.
NOTE: There were 240 observations read from the data set WORK.T1.