Slice Segment and Leg
Suppose there is a travel from SFO-ATL round trip.

1) If there is no direct flight from SFO to ATL and
its like : SFO to DFW using flight AI123 and DFW to ATL using AI456, then there are 3 segments SFO-DFW and DFW-ATL and ATL-SFO.

2) Suppose the SFO-DFW and DFW-ATL is having the same flight
number AI123. In this case, there is only 2 segments ATL-SFO
and SFO-ATL

In all the cases , there are 3 legs (SFO-DFW,DFW-ATL, ATL-SFO) and two slices SFO-ATL and ATL-SFO.