Reference external file as a function

You can’t. Create a function that loads that file:

function load_admin_page_file()
{
    require 'admin-members.php';
}

Then use that function name as callback argument.

In PHP 5.3 you can use a lambda:

add_menu_page(
    'Members',
    'Members',
    'manage_options',
    'members',
    function() { require 'admin-members.php'; }
);