(Please note that adding a new custom segment is only available for our Growth and Pro plan.)
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 menu. You will also be able to use your segment as a Blasts audience and a trigger for your Interactions.