Hi Kevin,
You are right. I downloaded the segment files using TCGAbiolinks. And the files look like this :
Sample Chromosome Start End Num_Probes Segment_Mean GLAZY_p_TCGA_B20_SNP_N_GenomeWideSNP_6_H03_517846 1 3218610 8355467 3166 -0.0355 GLAZY_p_TCGA_B20_SNP_N_GenomeWideSNP_6_H03_517846 1 8372558 9407175 484 -0.9326 GLAZY_p_TCGA_B20_SNP_N_GenomeWideSNP_6_H03_517846 1 9408959 21324564 6343 -0.0398