I had tried to do that on the console ("addwitnessaddress [the_legacy_address_that_appeared]", but it gave me the error:
"Public key or redeemscript not known to wallet, or the key is uncompressed (code -4)"
(I did not rescan, as it seemed the addwitnessaddress command wasn't successful.)
There's something I do not know or understand about segwit's functionning, and so I have no clue how to progress forward with that.
What would that mean?
Oh, since you are coming from Armory, this is going to be slightly painful.
Segwit only allows compressed public keys, but Armory only uses uncompressed public keys. In order to use Segwit, Armory will compress the keys on-the-fly, but the export will still give you the uncompressed version.
Go to
https://github.com/pointbiz/bitaddress.org and download the git repo. That is the source code for bitaddress.org which is a website that is reasonable trusted to not steal your private keys. By downloading the source code, you can access the website locally and thus not send any private keys to a website. Even so, once you finish doing this, you should move your coins immediately to a new address and never use this address (both the segwit and legacy versions) ever again.
Open the file bitaddress.org.html in your browser (double clicking it should do that automatically) and choose the option for "Wallet Details". Enter your private key into the box and click "View Details". Scroll down and copy the string from where it says "Private Key WIF compressed". It should begin with a "K".
Import that string into Bitcoin Core. It is the private key that corresponds to the compressed public key. Then use
addwitnessaddress on the imported address.
