Once your manual segments are set up, you need to manually add products, customers or orders to them.
You can do this in a couple of ways using Store Commander:
You will find all your segments in the left-hand-side column in each associated interface (Catalog, Orders, Customers and Customer service).
Taking the example of the Catalog interface, you can display your products in the central column and drag/drop them manually into the segment.
In the right-hand-side column, you will find the Segmentation panel. There you can tick the boxes corresponding to the segments you want the selected elements to be added to.
Both icons on the toolbar in the Segmentation panel allow you to add or remove selected elements to/from multiple segments in a click.
Simply select the segments in the panel (on an orange background) and click on the corresponding icon.