How Can I Create a Subquery in DESelect Segment?

You can create a subquery by using In Results/Not In Results option. 

When using this filter you can check if a value occurs or doesn't occur in another Data Extension. You can compare with all records in another data extension or use the funnel icon to apply filters to this data extension, eg. compare with only the records from the last 30 days in a Data Extension.

In Results / Not In Results also allow you to filter on aggregated values by using the fx button. Click on the fx button each time you want to add a new filter on an aggregated value and use the arrow to toggle the aggregated filters to get a clearer view of all your remaining filters.

Related Links:

Select Accounts that don't have any Orders in the last 30 days.