When creating a segmentation using the Email Marketing condition, you can filter Leads that have opened an email or clicked on a link in an email.
If you want to find out which Leads have not opened an email or clicked on a link in an email, or which have requested to unsubscribe, just go to the Campaign Leads tab:
To access this tab, click Engage > Email and select the campaign you want to analyze. You can filter the Leads according to how they interacted with the email.
On the Actions button, you can add a tag to identify who these Leads are and nurture them differently by segmenting them based on the tags you created. This way, you can segment the Leads that you filtered based on the tag you added.