To create a new segment from the Segmentation screen:
Click the blue plus icon in the upper right. This will bring you to the People screen that lists everyone's profile. You have two options to create a segment. For reference: see screenshots below.
Just above the list of people is a line that says:
Clicking the icons will bring up a list of filters depending on whether you clicked the icon for "have" or "did."
The key difference in the categories is that "have" attributes are properties of the person (such as their email address, state, name, applications they have started, etc.) while "did" attributes are actions a person has taken (such as opening an email, answering a survey, or logging in). Learn more about filters.
To build your segment, add as many filters as needed. When you've applied all of the filters you can save the segment by clicking the Save as New Segment icon on the upper right. If you don't want to save the segment, click the Close Segment icon. Your filters will be cleared.
Load a Segment
If you want to create a similar segment to one that already exists and avoid re-entering the filter information used to create the original segment, use this option.
Just to the right of the Total Users heading you will notice Load Segment is highlighted in yellow. Click this and select one of your existing segments. Add to or adjust the filters as needed. When you're finished, use the icons on the top right to either Save as New Segment or Update Segment. You can also close the segment to not save the adjusted segment.