If you just want the names to appear and not the segments themselve AND if
you wont need to edit the data later. Ungroup the chart (twice) and apply
trigger animations to the text
If your happy with the segments themselves animating apply an animation and
in chart animation tab choose "by catagory"
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What John says is right. Just wanted to add that you get to the "chart
animation tab" by adding an animation to the chart, then right-clicking the
animation in the custom animation task pane and choosing Effect Options.
(You can also click the arrow next to the effect in the task pane to open
the dropdown, or you can double-click the effect in the task pane to open
the dialog box directly.)
Additionally, you could just add the names of the segments in textboxes on
the slide itself and animate those.