As I understand it, PMPro creates levels and does not translate that to WordPress roles. This is actually pretty similar to WishList which we use here on this site. The thing to do, I believe is to add a WP Roles plugin – not sure which one – which will map the PMPro levels to WP roles which can then, in turn, be mapped to SP User Groups.

Then, when a user changes level they auto change roles and then change SP group – so it all trickles down. We do have a FAQ on our Codex (How to) which explains how to set up WishList Member in this way and I suspect PMPro is similar.