Thanks for your comment.
This kind of filter is not available in the software. But you can export needed data to the csv file and filter orders by customer group there.See the screenshot attached.
You are also welcome to submit a feature request at https://support.emagicone.com/609746-Magento-Manager-Feature-Request and descibe how you want this option to look like in the software.
If there will be many votes our tech team will consider implementing this filter.