To understand how FPSC works with these things just look in the FPSC folders to see what is stored where.
In the case of an enity for instance - look in the folder "entitybank" you will see that there are folders which match up with the entities as listed in the structure in the editor window which opens up when you choose to add a new entity. The Library structure is just showing the folders as on your hard disk.
If you look in one of the folders in "entitybank" in FPSC on your hard disk you will see that each entity has at least
one entity .x file,
one script file (fpe)
and one icon bitmap associated with it
- its that icon bitmap which shows up in the Editor Libraries so all you need do is place your enity model .x file if its a new one in the correct folder together with your new icon image and also make a new script file for it. You can place your new content in the default folder structure, use the "User" folder to keep your new content separate or even make a new folder in within the "entitybank" folder - I user a folder called MyEntities. I keep most entity textures in the same folder "MyEntities" but in some content cases I use a folder named "user" in "texturebank" as I keep copies of all new textures their as a master texture directory.
You do the same for all other elements too when making new ones e.g. segments, decals. As long as you make sure you open up the script file and amend any path references to point to all the media an object needs or uses then you could really place various content anywhere you like and FPSC should be happy as long as it can find it.
The easiest method is to use the default directories and use the default locations for media as specified in any default script. Its much less work. In this case Just make sure you use copies of any default files and change the names of everything to your new content appropriately, leaving the associated media paths intact. Never overwite the default files.
If you just follow those simple procedures - your new object will show up in the libraries and after you place one in your level it show show up perfectly.
If you follow the above then you should have no trouble with the segment - What exactly is the problem?
Decals work the exact same way - you make a new one - look at the script files in any decals directories to see what you need to have to get them to work - then make and place your new decal media in the correct folder as specified above and you should find it listed in the editor library.
You dont import content to FPSC - you just put the correct stuff in the correct locations and they appear as icons in your editor libray for placing into your levels.
Thats it.