You can see three dots at the total right side of the segment. If you click on these dots, you will get two options:
Delete: This button ensures that the saved segment will be deleted. If you click on this button, the segment will directly be removed from your overview. So please be careful with this option if you are not sure whether you will need this segment in the future.
Do you want to export the segment as a CSV? Then click on the segment. You will enter the profile insights of the segment. At the top right you see an export button. Click to make an export of the segment.