If you have already had an active MemberPress membership site and members with active subscriptions, and you now want to integrate MemberPress & WooCommerce using the MemberPress WooCommerce Plus, but wondering what about the subscriptions of the existing members here is the full answer:
As for existing MemberPress members that have an active subscription via the MemberPress platform, the only way to connect their subscription to WooCommerce is to have these members purchase the relevant WooCommerce product that you have integrated with the MemberPress membership/s.
The subscription will be setup after the payment is completed and all the subscriptions will be managed via WooCommercre and the WooCommerce Subscriptions add-on.
There is no other way to do this, and you cannot setup the subscription yourself for obvious security reasons.
Only the customer itself can setup subscriptions inside his payment processor.
Another option is to leave the existing members as is and their membership will be managed via MemberPress, and only new members who purchase the membership via WooCommerce will be managed via the WooCommerce platform.