?
It should "just work", but when it doesn't there are so many things that it could be. Often times, the API/libraries from Microsoft that we use to query AD simply return no results (and no error messages, either).
So, you'd have to check the ProGet logs, the Windows Event logs, and Active Directory logs as well.
80% of the times, it's permissions related; i.e. the ProGet web service account user does not have permission to query appropriately.