To create a new segment head to the Guests tab listed under the Capture heading:

Add the filters you require by selecting + Add Filter:

Once you have selected the filters you require choose Save Segment:

Go ahead and choose a name for your new segment and finally select Add new segment:

Once created, you'll be able to reach your new segment at any time from the left-hand side menu. You will also be able to use your segment as a Blasts audience, as well as a trigger for your Interactions.