You can use volume rendering to show segments (you may need to adjust Scalar Color Mapping function to assign each color to map colors to voxel values 1.0, 2.0, …), however the result won’t be nice:
You can get the same look and just as good rendering speed by using “Show 3D” function with smoothing turned off.
If you smooth the volume to get a better look then you’ll have interpolation artifacts at the edges. A solution can be to use multi-volume rendering, but it is still experimental (no shading is available in multi-volume rendering mode).
Therefore, right now for 3D display of segments your best option is to click “Show 3D” button.