To create a new Segmentation, do the following
Right-Click onto the upper-left corner of the Timeline.
In the Context Menu, select New Segmentation.
Select the newly created Segmentation.
Do one of the following:
Double Click the new Segmentation in the Outliner, and rename it.
Rename the new Segmentation in the Inspector.
Alternatively, one can create a new Segmentation using the Main Menu by triggering: