A separable and detachable segment structure for sliding windows and doors, the structure comprising a door guide frame, a pocket guide being detachably attached to a main body portion of the door guide frame, wherein the pocket guide is laterally guided and supported on both the inner and outer sides of the sliding window or door; wherein the pocket guide is formed as pocket guide segments (130-1, 130-2, 130-3, 130-4; 130: 130a, 130b) that are detachable from the main body portion of the door guide frame; and the pocket guide segments are mutually removably installed on both the inner and outer sides of the sliding window or door along a traveling direction of a roller guide rail; wherein, in the structure, in which the door guide frame is divided into an outer main body portion (120-out) and an inner main body portion (120-in), a thermal bridge blocking member is disposed in the middle between the outer main body portion and the inner main body portion, and a second pocket guide segment being received in an outer surface of the inner main body portion (120-in) and a third pocket guide segment being received in an inner surface of the outer main body portion (120-out) are separated from an upper cap region of aluminum to form a lower leg region formed of a heat bridge blocking material; the structure comprising, in order to improve the heat insulation performance of the door guide frame, an external heat bridge blocking member (120m-out), one side of which is coupled to an inner side surface of the outer main body portion (120-out), and an internal heat bridge blocking member (120m-in), one side of which is coupled to an external side surface of the inner main body portion (120-in); characterized in that, the structure further comprises an intermediate connector of aluminum material having both side surfaces joined to the other side surfaces of the external heat bridge blocking member (120m-out) and the internal heat bridge blocking member (120m-in), and in that, in order to support the lower leg region (130m-f) formed by the heat bridge blocking material, of the second pocket guide segment received in an outer surface of the inner main body portion (120-in) and the third pocket guide segment received in an inner surface of the outer main body portion (120-out), a separation support region is formed in an upper surface of the intermediate connector. wherein the pocket guide is formed as pocket guide segments (130-1, 130-2, 130-3, 130-4; 130: 130a, 130b) that are detachable from the main body portion of the door guide frame; and the pocket guide segments are mutually removably installed on both the inner and outer sides of the sliding window or door along a traveling direction of a roller guide rail; wherein, in the structure, in which the door guide frame is divided into an outer main body portion (120-out) and an inner main body portion (120-in), a thermal bridge blocking member is disposed in the middle between the outer main body portion and the inner main body portion, and a second pocket guide segment being received in an outer surface of the inner main body portion (120-in) and a third pocket guide segment being received in an inner surface of the outer main body portion (120-out) are separated from an upper cap region of aluminum to form a lower leg region formed of a heat bridge blocking material; the structure comprising, in order to improve the heat insulation performance of the door guide frame, an external heat bridge blocking member (120m-out), one side of which is coupled to an inner side surface of the outer main body portion (120-out), and an internal heat bridge blocking member (120m-in), one side of which is coupled to an external side surface of the inner main body portion (120-in); characterized in that, the structure further comprises an intermediate connector of aluminum material having both side surfaces joined to the other side surfaces of the external heat bridge blocking member (120m-out) and the internal heat bridge blocking member (120m-in), and in that, in order to support the lower leg region (130m-f) formed by the heat bridge blocking material, of the second pocket guide segment received in an outer surface of the inner main body portion (120-in) and the third pocket guide segment received in an inner surface of the outer main body portion (120-out), a separation support region is formed in an upper surface of the intermediate connector.