All programs consist of one or more segments.
Of course, while your program is running, the 80x86's segment registers point at the currently active segments. Although you cannot access data in more than four or six segments at any one given instant, you can modify the 80x86's segment registers and point them at other segments in memory under program control. This means that a program can access more than four or six segments. You can put as many segments as you like in your program. Well, actually you are limited to 65,536 different segments by the 80x86 processors and MASM probably doesn't even allow that many, but you will probably never exceed the number of segments MASM allows you to put in your program.