Create an audience under the section: Audiences > Segments in your Singular dashboard.
You can refer to this doc as a guide for audience creation.
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After audience creation you’ll need to connect this audience to Kayzen. To do so please configure Kayzen as a distributor.
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Select Kayzen in your Singular dashboard under the section: Audiences > Distributions.
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To define the distribution, you will need to enter

Top Level Configuration: Please enter the API key taken from your Kayzen Dashboard. To obtain the key, refer to the AUDIENCE & REPORTING API INTEGRATION section in this doc.
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On the same page/screen there will be Segment Configuration, where the list of all the active segments will be listed towards the bottom. You then need to toggle the "Enable this segment" button, which will turn the Segment ON.
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You have successfully configured Kayzen and attached an audience. Next time you can create an audience and directly enable it in Segment Configuration under Audiences > Distributions.