To see what options you have for a segment, click in the row next to a segment. You can rename a segment, create a similar users segment based on it, or grant access to this segment to other Yandex.Audience users.
Adding to an existing segment based on your own data is not permitted. You can only create new segments. In your ad settings in Yandex.Direct and Yandex.Display you will need to replace the old segment with the new one you wish to use.