You’ll need to add an action to your functions.php
/* see example at http://hookr.io/actions/pmpro_after_change_membership_level/ */
do_action( 'pmpro_after_change_membership_level', $level_id, $user_id, $cancel_level );
function action_pmpro_after_change_membership_level( $level_id, $user_id, $cancel_level ) {
. . . . stuff that gets the membership level and group and adds them to the group
}