In the properties box for each segment, use must set the segment type (takeoff, cruise, attack, etc.), the speed for the segment & the Dest. Alt, which is the alt the aircraft will reach at the end of the segment. If you have them climbing from 0 to 10,000 ft., make sure it is a long enough segment for them to do so, or break it up into multiple segments.
Also remember to
always hit the Fill Segment To End and Calculate boxes/buttons in each segment after changing the speed and/or alt. The changes to the segment won't go into effect until you do so. Ignore the water droplet in the pic, that's just my cursor that got in the way.