You do not need to be a premium member, go to the ride which you want to create a segment in and click the blue "create a new segment" button right below the rides profile. This will take you to the create a segment page and you use the slider above the map to map out the segment. you then just click next if there are any segments already there it will display them, but if you want another segment there click the create my own segment bubble. Then you name it, and then click create.