View all your segments by clicking Segments in the left sidebar.

Hover over a Static Segment (contacts who match your filter right now) and click Actions to add users to the segment, view users, email users, rename the segment or delete it.

Hover over a Live Segment (it continuously update as contacts enter or exit the filters you set) and click Actions to refresh it, view users, email users, rename the segment or delete it.

To create a folder to organize groups of segments, click the green + ADD button:

Once you've created a folder, you can move segments into it using the Actions dropdown.

See What are segments? for more details.

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