Videos are prominent learning materials to prepare surgical trainees before they enter the operating room (OR). In this work, we explore techniques to enrich the video-based surgery learning experience. We propose Surgment, a system that helps expert surgeons create exercises with feedback based on surgery recordings. Surgment is powered by a few-shot-learning-based pipeline (SegGPT+SAM) to segment surgery scenes, achieving an accuracy of 92\%. The segmentation pipeline enables functionalities to create visual questions and feedback desired by surgeons from a formative study. Surgment enables surgeons to 1) retrieve frames of interest through sketches, and 2) design exercises that target specific anatomical components and offer visual feedback. In an evaluation study with 11 surgeons, participants applauded the search-by-sketch approach for identifying frames of interest and found the resulting image-based questions and feedback to be of high educational value.