To place a new object on a segment, first create the new segment.
You may also want to change the scope of this segment (or other segments) so that it points only to the desired database devices. When you add a new database device to a database, it is automatically added to the scope of the default and system segments.
After you have defined the segment in the current database, use create table or create index with the optional on segment_name clause to create the object on the segment.
See the Reference Manual: Procedures.
This figure summarizes the sequence of Transact-SQL commands used to create tables and indexes on specific physical disks on a server using 2K logical page size.