Okay, so Montenegrins are people who live in a country called Montenegro. And Serbians are people who live in a country called Serbia. Montenegrins and Serbians are two different groups of people, but they are very similar in a lot of ways.
Now, sometimes there are Montenegrins who live in Serbia, and we call them Montenegrins of Serbia. That just means they are Montenegrins who live in Serbia, but they still identify as being Montenegrin.
Just like how you might have a friend who is from a different city or state than you, but they still have a lot in common with you and your friends. So Montenegrins of Serbia are just like that - they are Montenegrins who live in Serbia, but they still keep their Montenegrin identity and culture.