Split Segmentation will not be turned on for any account by default. If you would like to request this feature please send a request to your CSM or support.
Once enabled, there should be a new clause available to select called: Split -- please select this clause.
Next, assign however many groups this segment should be split into.
Select which group this segment should pull.
When you are ready to create the segment for the next group, simply copy the first segment and change the group criteria to say 'Take the 2nd' (or 3rd, or 4th, etc.).
Please see a quick video here demonstrating these steps: https://www.screencast.com/t/ZRdViThGK7Sw