Traditionally in larger towns or cities, a grocery store sold "groceries", that was, produce from farms: vegetables, fruit, maybe some eggs and dairy products. Meat would be bought at the butcher's; beer, wine or liquor at a liquor store, pub, bar or from the maker; flour, sugar and other items from a "dry goods" store; medicines from the pharmacy, and so on. But the general store in small towns or modern supermarket carries all those things and more. Now "grocery shopping" refers to the broader category of food other "consumables".