Is there a way to set up an ACD group to forward to the console if no one is logged into the group?

What system? They all should have something in the path about overflow immediately when no agents are logged in. That point is usually the Interflow destination.

If you have the Interflow option enabled in the ACD path and have yes selected for Interflow immediately when no agents are logged in, the calls should route to any point you have programmed as the interflow point.

If this is an SX2K or 3300, you will need to set your path unavailable answer point.