The first thing that you need to do is to locate the desired course and click on the edit icon:
On the next page, you need to enable Use segments (optional):
After that, you need to do the following:
- click on Search segments...
- select the segment that you've just created
- click on the Save button
That's it. Great job!
On the courses page, you will be able to see that you've added the segment to your course: