This would be done in three stages (assuming authentication is already setup).
1. Create the policies
This is done under User Managment > Policy Managment > Policy Managment
2. Modify the policies
This is done under the respective filter's section, so... URL Filter > Category actions, you set the respective categories to block or allow. When you want to change what policy you are modifying simply change the "Policy:" dropdown to that policy.
3. Assign AD groups to those policies
This would be done using the Web Mappings (User Managment > Policy Management > Web Mapping), in this you define mappings (which are rules which say user-x gets policy-Y, or group-B gets policy-C).
Hope this helps.