To add query-based distribution groups as members of a distribution group:
1) In ActiveRoles Server console, in the console tree, navigate to the container where the distribution group resides, right-click the distribution list, and then click Add Exchange Query-based Distribution Groups.
2) In Select Exchange Query-based Distribution Groups, under Enter the object names to select, enter the name of the query-based distribution group that you want to add as a member of this group.
3) Click Check Names to verify the entry.
4) Click OK.
Repeat Steps 1 through 4 for each query-based distribution group to be added as a member of this distribution group.
For more information refer to Microsoft TechNet - How to Add Query-Based Distribution Groups as Members of a Distribution Group.