Step 1:
Go to Snapchat, then go to Audience, and then click on "Create Custom Audience"
Step 2:
Give Audience Name
Select Ad account
Give "Description" of the CA
Source Type:
SAM: The Snapchat Ads product provides a way to target advertisements to a global audience and drive meaningful results. Segment's integration with Snapchat Ad's Snap Audience Match (SAM) enables Segment customers to sync audiences created in Engage with Snapchat Advertising.
Pixel: Pixel is whoever reached through a particular pixel
Select Retention Days: Specify the number of days for which to keep data in the destination
Click on "Create Custom Audience"
Facebook and TikTok platforms also have custom audience builders, must check this feature.