New animation segments can be added by a few of different methods.
Select the object you want to add a new segment to.
Starting location with the desired rotation and size.
Record / Stop Animation.
Ending location with the desired rotation and size.
Record / Stop Animation.
Select one Object you want to a new segment to.
RMB an existing animation segment to open up the Animation Segment Menu.
Choose Add Before or Add After.
This creates a one second (1s) long animation segment into the timeline before or after the selected segment. Note that for this segment the start and end positions are the same so no animation happens during it, until the change the start or end point.
Use the paste and replace animation.
Use the paste and append animation.