The Function list branch of Settings provides access to the Modify groups dialog.
If the active file is highlighted, the Language dropdown in this dialog will default to the language appropriate to the active file.
The Existing groups tree displays the groups and subgroups currently defined for the selected language. Use the Language dropdown to select a different syntax highlighting language, and the "Existing groups" tree will be updated accordingly.
Click the Modify groups button to open the Modify groups dialog, where you can modify the regexp-based groups and subgroups which populate the hierarchical function list for a given language.
See also:
UltraEdit Wiki