I'll assume you've passed the 1st & 2nd segment since you didn't mention which one is left.
For the 3rd segment, your assembly skills will be tested by assembling some given components in a specific way and retrieving info from SW about the assembly.
Scroll down here till the About the Exam section and you'll find a list of tasks you're likely to face in the exam.
You can also check out the last part of my CSWP Prep session here where I break down that segment in a bit more detail, and you'll also find some free resources at the end of the video.