Select your desired contacts, then click on the first drop-down button at the top left of your window. Click on “Change Segments”.
You can add the contact(s) to any number of new segments, remove the contact(s) from any number of segments, or both. Click on the fields to reveal the lists of segments. Click on the “Save” button to confirm the process, or click on the “Cancel” button to abort and close the dialogue window.