I recently gave my segwit address to a friend of mine to receive some BTC. at the moment I clicked on the Receive button from my Ledger wallet I had to confirm the address on the device, it was the same so I did.
I just checked on my segwit wallet and the btc are not there, but they show up in the block explorer.
What should I do?
You should post link of that transaction,and also your receiving address-If your address is 100% identical with address in block explorer and transaction is done,then problem may be that Ledger is not properly synchronized so you not see incoming transaction.
You may also try to reset application data from Ledger Bitcoin Wallet - Tools option
Click and confirm to force your Ledger Wallet Bitcoin Chrome application to reload Blockchain information. It can be useful for example if your wallet does't display your last operations, or display a wrong balance.
For more info you can read this
FAQ