So i'm new to PC gaming world, so how do you guys can split to next segment while speedrunning?

Which program do you use ? It is hard to tell you without knowing it.

Assuming you're using something like LiveSplit, you set up a hotkey to split in the settings.

I personally have it set up so that a footpedal splits, so I don't have to take my hands off the keyboard/mouse.

Uhh, iSpring Free Cam for recording and LiveSplit for timing?