Step 1: Open Group Policy Management by navigating to the Start menu > Windows Administrative Tools, then select Group Policy Management.

Step 2: Right-click Group Policy Objects, then select New to create a new GPO.

Step 3: Enter a name [here GPO1] for the new GPO that you can identify what it is for easily, then click OK.
Step 4: Select the GPO from Group Policy Objects list, then in the Security Filtering section, Add and Remove users, groups, and computers that the GPO should apply to. [Here add group MemberServers] Step 5: Close the GPO Editor when you are done.
Now, the GPO is created.
Reference:
https://support.globalsign.com/aeg/aeg-how-create-and-link-gpo-active-directory