When we create a custom segment, a custom record will be created by default in the account with the same name as the segment.
To create a custom field in the custom segment, open the custom record with the same name as the custom segment.
Navigation: Customization-> List, Records & Fields -> Record Types.
In the custom record, the “Originating Custom segment” field value will be the custom segment name.
Then click on the “New Field” button and create required custom field