Command Squad?

Feels like I'm taking crazy pills - Are Command Squads still a thing in 8th? I don't see any listing of them or how to make one in the new SM codex....

I'm completely new to 40k (not Sigmar) and I was under the impression I could build a Command Squad that could serve as a bodyguard unit to protect my leader and take wounds for him. Is that approach/idea from a previous edition?

If it is still something that can be done - how do I go about it and where do I find points cost etc?