Segments can be used in Sessions, Heatmaps, Forms, Alerts and Reports to filter down information to the relevant segments. This can be done by clicking the Filters dropdown (above) and then selecting the segment from the dropdown menu under Segment. You can also edit and create segments here by clicking the relevant buttons. In this example, we are in Sessions and looking to view all of the session replays of users who have matched with our "Did Not Bounce" segment. So we have selected the Bounced segment from the dropdown menu, we would then click Apply changes and would be able to see all of the Session Replays that match this segment within the selected period.
You can also use the Segment dashboard to see the relevant information for each segment, while you can dig deeper into the numbers by clicking the blue arrow next to the relevant Segment where you can see detailed graphs on a number of Session, Interaction, Behavior and Error metrics, such as in the image below. Simply hover over the tooltip next to each metric to see further information on this.