Navigate to your Content > HTMLs > Gallery to get started. Click on the Create button.
A pop-up will appear on the right hand side with 2 tabs: Information and Targeting.
Information
Title: Any title to help you recognize which set of content this is.
Insert your text in the WYSIWYG editor, or use the Code editor for further customizations (advanced users only).
Targeting
Your Audience Segments will show up here in the dropdown list. Select the one you want to target for this HTML set.
Below is a sample store with filled in content.
Remember to hit Create and Close once you have finalized your settings.