There is no single API call method to get a user's direct and indirect group memberships currently available with Admin SDK. The quickest method I can think of for a few users would be:
Get all direct membership groups for a user with members.list and the userKey parameter.
For each group the user is a direct member of, determine if that group is a member of other groups again by using members.list with the userKey being each group this time instead of the user. If the group is a member of another group, then the user would be an indirect member of the given group.