The Segmented Alerts (push notifications) functionality is tied into the Grouping functionality (in order to have segmented alerts you need to have Grouping).
To setup Segmented Alerts click on the ‘Add Alert’ option in Actions. Within the “Add Alert” page there will be the Select Group field with a dropdown menu that contains all of the groups you have previously entered with your users.
From that menu you select the group(s) to which you want to send the alert to.