The error message for C3867 tells you the first problem: you need to use & to form a function pointer.
Your next problem is that you do not have a function pointer, but a pointer-to-member-function, and that is not compatible with your std::function, which is missing anywhere to store or pass the implicit first argument that holds the "this" pointer.
You can, however, "bind" a value for that argument, in effect hardcoding it into the functor.
You're also going to need to spell it MyWindow::memberFunction rather than this->memberFunction, because that's just the way it is (to quote GCC: "ISO C++ forbids taking the address of an unqualified or parenthesized non-static member function to form a pointer to member function").
So:
using std::placeholders;
std::function<void(int&)> func = std::bind(&MyWindow::memberFunction, this, _1);
Or, using modern techniques:
std::function<void(int&)> func = [this](int& x) { memberFunction(x); };
Or just:
auto func = [this](int& x) { memberFunction(x); };