I don't know how you could use a segue outside the context of a storyboard. Even then, you typically perform a segue, not create it. I assume you have read this in the UIStoryboardSegue Class Reference.
You do not create segue objects directly. Instead, the storyboard runtime creates them when it must perform a segue between two view controllers.
You will need to provide more information about what you are trying to accomplish to get better advice.