WP-Members works on what WP places in the main $content variable and filters it through the_content filter. So with regards to Custom Post Types, if a CPT works like a post or a page, then it will be no different for blocking. However, CPTs can be all types of things so if they are outside of the construct I mentioned, then it’s not going to handle them in the same way. bbPress is like that and requires special consideration.
First, you can make forums private and require users to be a registered user to view them. That’s a setting already in bbPress.
Alternatively, you can use WP-Members’ API function wpmem_redirect_to_login() to redirect the user to login if they go to a specific page/post/cpt (such as /forums/).
There is an extension available for subscribers of the support site that has settings specific to certain popular plugins that use custom post types, so it already has the redirects managed for these. The current version does not have a specific setting for bbPress, but the version in development due for release this month does. It will be a single checkbox setting to redirect forums to the login if the user is not logged in.