If you are unable to receive a list of users from the Domain Controller, then you need to make sure that these settings are enabled.
1. Open "Advanced sharing settings" (Control Panel -> All Control Panel Items -> Network and Sharing Center -> Advanced sharing settings).
2. Navigate to Domain and Turn on network discovery. Save changes.
3. Then open "Windows Features" (Control Panel -> All Control Panel Items -> Programs and Features -> Turn Windows features on or off).
4. Find and enable "SMB 1.0/CIFS File Sharing Support". Click OK.
5. System will proceed with downloading and installing the feature.
6. Reboot.
Now you will be able to find and add domain users to Protection Policy.