Do we have Sitecore as a destination to push audience segments from audience manager, for On site personalization?
If not, what will be the process to setup this integration?
at this point in time we do not have a Server-to-Server integration with SiteCore - see list of current partners at https://www.adobe.com/ee/analytics/audience-manager/partners.html
Requests for future integrations may be started from https://partners.adobe.com/exchangeprogram/experiencecloud/plan/integration-guides/aam-targeting-int...
The best way to work around this would probably be to use a URL destination (https://docs.adobe.com/content/help/en/audience-manager/user-guide/features/destinations/custom-dest...), in which case you'd need to work with SiteCore to see how they can receive the information sent from your property.