That's not possible with JFBConnect, and I'm honestly not sure if it's easily possible using Facebook's API's to check if a user is a member of the group. Facebook really limits what can be done with their Groups and it's not an area where they've added new tools to interact with them. In fact, over the last few years, they've actually removed some of the features to interface a website to a group, which is why we don't have any real support for groups in JFBConnect.
The best I can recommend is using Joomla's user-activation features so that you can individually approve members as they sign up. It won't let them in automatically, but at least will let you be selective and check the user on the group before allowing them in.
Hope that helps,
Alex