BuddyPress.org

“I don’t understand where i can find “members.php” file.”
There is no members.php, it’s “members/index.php”
Go to your BuddyPress Theme folder and find the members folder, in it you will find index.php, that’s the one you want.

is ‘BP Member Filter’ plugin not compatible with wordpress 2.9.2 ?
The more pertinent question is, Is it compatible with buddypress 1.2.x. Unfortunately I think the answer is that unless you know some PHP and can figure out how the source-code works (Which I can’t), it just doesn’t.