You can do this with an Audience List or  Custom Field. 

Audience List

Step 1. Create an audience list. (This article will help you create it)

Step 2. Add the Subscribe to list element in the form:

Step 3. Select the list in which you want to group the contacts.

Custom Field

Step 1. Create the custom field either as text or selectable type (this article will help you create them).

Step 2. Add the hidden field element to the form:

Step 3. Select the field you have created in PUSHTech metrics. In this case, we will select the Newsletter field.

Step 4. Once finished, you will be able to create segments with this new custom field, as follows:

Note: in both cases, remember to update the form code so that it is saved correctly.