As always, we will be able to give you a better answer if you can upload your skp file instead of an image.
Did you copy the curve into the group? Can’t tell from the image. If not, you need to do so and open the group for edit while you work on it. Geometry outside a group can’t interact with geometry inside it.
Assuming you did, the curve crosses the existing rectangular recess. That will keep it from forming a single face, and pushpull only works on one face at a time. One fix would be to pushpull the rectangle back out to the surface and then add the curve. If you keep the curve on the surface, it should form a new subface on the surface of the beam and you should be able to pushpull that through to cut out the curve.
As a separate matter, if those beams are identical (as they look) you can save yourself work by using a component instead of a group. Edits to one will then propagate to the others.