This is an important best practice – never, ever modify plugin files directly.
Rule 1: there is never a good reason to do this.
Rule 2: refer to rule 1.
When you modify a plugin’s core files you run the risk of breaking the plugin and possibly your WordPress installation. In addition, it makes it impossible for the plugin developer to provide support for you since they have no knowledge of what you’ve changed.
Note that the WP-Members plugin is full of action and filter hooks that allow you to build proper customizations for your deployment. This is the same way that WordPress itself allows you to modify the behavior of WP without touching the core of WP itself. There are also a number of API functions that you can use.
In the case of WP-Members, most of this information is not only included in the documentation but is also documented “inline” in the plugin. Often, if you are going through a plugin’s files seeking to make a change to something, the documented filter hook will be right there in front of you. Learn to recognize this so you can make custom changes the right way. The whole point of inline documentation is so that you can see where a value is derived from and how you can change it if it’s a filter, or use it if it’s an action.
Using a plugin’s available action/filter hooks and/or API functions allows you to store your customizations outside the plugin. The place that you should do this is in your child theme’s functions.php. If you are not using a child theme, you should be, but if you can’t then use your theme’s functions.php file.
An alternative method to using your theme’s functions.php file is to create a plugin file to store your custom functions. The advantage of this is that it is portable if you change themes. Using your theme’s functions.php file would require moving your custom functions to your new theme, but if you set up a custom functions plugin, then your custom functions are independent of them.
Unless it is a patch for an issue with the plugin, nothing on this site will EVER direct you to modify the plugin files directly. So don’t do it.