Choose a collection of 2ℵ0 measure-0 subsets of R such that every measure-0 subset is contained in one of them. By the continuum hypothesis, it is possible to enumerate them as Sα for countable ordinals α. For each countable ordinal β choose a real number xβ that is not in any of the sets Sα for α < β, which is possible as the union of these sets has measure 0 so is not the whole of R. Then the uncountable set X of all these real numbers xβ has only a countable number of elements in each set Sα, so is a Sierpiński set.
It is possible for a Sierpiński set to be a subgroup under addition. For this one modifies the construction above by choosing a real number xβ that is not in any of the countable number of sets of the form (Sα + X)/n for α < β, where n is a positive integer and X is an integral linear combination of the numbers xα for α < β. Then the group generated by these numbers is a Sierpiński set and a group under addition. More complicated variations of this construction produce examples of Sierpiński sets that are subfields or real-closed subfields of the real numbers.