  Let $\mathcal M$ be a weakly o-minimal non-valuational structure, and
$\mathcal N$ its canonical o-minimal extension (by Wencel). We prove that every
group $G$ definable in $\mathcal M$ is a subgroup of a group $K$ definable in
$\mathcal N$, which is canonical in the sense that it is the smallest such
group. As an application, we obtain that $G^{00}= G\cap K^{00}$, and establish
Pillay's Conjecture in this setting: $G/G^{00}$, equipped with the logic
topology, is a compact Lie group, and if $G$ has finitely satisfiable generics,
then $\dim_{Lie}(G/G^{00})= \dim(G)$.
