I use the Strava segments but I assume it works similarly
I have set 2 separate running activities , one with segments on and one with segments off. I did this so that its easy to choose having them on or off without having to change the settings. Sometimes its irritating to have them on.
So make sure Segments are "ON" on the activity you are using.
If you choose the activity > Training> you should see Segments as an option there with a list of them
You just start the activity with the segments "ON" and it should tell you when you cross a segment
