how to add contacts to smart groups
If you want to use a smart group (because it automatically keeps itself updated based on certain criteria) you start by doing a search. In your case, find all people with a membership (Search > Advanced Search). Then you save your search as a smart group by selecting all the results and in Actions > Create Smart Group. Then give it a name and it will keep itself updated for you. As others mentioned, if you want to add people manually, then you would create a regular group, not a smart group to keep it clean and simple.