I am thinking of using Auth0. Can I group the users in companies?
I want to have many company groups. Each company group should have a company admin. The company admin should only see users of its company.
Based on the scarce information provided I would say that the enumerated requirements, from my understanding, could be met while leveraging an Auth0 integration for authentication and authorization.
From the perspective of delegating user management to other parties without having to grant them access to manage the full set of Auth0 tenant configuration (which would mean full access to all users) you can take a look at the Delegated Administration extension:
The Delegated Administration extension allows you to grant a select group of people administrative permissions to the Users page without providing access to any other area.
In addition to the above you could also restrict the set of users that which delegated administrator could manage.