If it's included in the GroupBox then that's because you added it to the GroupBox. If you drag and drop a control on another container control then it will be a child of that container. If a container control is selected and you double-click a control in the Toolbox then, again, the new control will be a child of the container. If you want a control to be a child of the form then you need to add it to the form, either by dragging and dropping it on the form or selecting the form and then double-clicking in the Toolbox. As you already have the TextBox in the GroupBox, you should use the drag and drop option to drag it out of the GroupBox. You can then position it using the Properties window, i.e. edit the Location property directly.
You can also use the Document Outline window to manage the control hierarchy of a form, but you'd still need to edit the Location manually.