Winchester Repeating Arms Company (WRA Co) headstamp markings were used from the late 1870's to about 1930 when it was bought by the Olin Corporation and then merged with Western Cartridge Company (WCC).
However, WRA Co headstamps were continued in use well into the late 1850's and early 1960's since the headstamp bunters too a LOT of use to wear out.
If you mean the "groove" INSIDE the case head a couple millimeters above the rim indicates "balloon head" case construction, and that dates your cases to pre-World War II era.
If you mean the groove is cut on the outside, that is a relief cut to allow the extractor to securely grip the case.