Sorry, i din't understand really well your qwestion.
Are you asking how to build your game with the default set of walls (segments), or how to create new walls (segments)???
If it's about the 1º point, just read the manual, or simply just try the buttons/interface.
If it's about the 2º, just go to the fpsc site, and search for the segment editor, it brings video tutorials.
If what you asked, isn't any of these, well, please, clear up, and ask again.
My love is seperated in 2 parts, 1 of them is 3ds Max 7, the other; FPSC.