How do I add segments for the metrics tab

I am looking at the Metrics Tab and there seems to be a toggle to select a specific segment or “Everyone” but I don’t see how/where to add segments to this available list - any help is greatly appreciated :)

I am looking at the Metrics Tab and there seems to be a toggle to select a specific segment or “Everyone” but I don’t see how/where to add segments to this available list - any help is greatly appreciated :)
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