Go to Process builder. Select step to open Step Settings (1) and expand "Actions" (2).

Click on "add" link (3) to open "New Step Action" popup (4):

Step actions also can be added by dragging proper shape from the "Actions" section of left sidebar (5):

In this case action type will be pre-defined (6):

Main properties of step action are:

• Name - used just for comfort and does not affect action execution.
• Type -  select necessary action type to execute.
• Start type - specify when action should be executed (before or after step).
• Execute  - allows to execute action always or with conditions.
• Step (view only) - step name, which action executed at.
• Status - action can be active (working) or inactive (e.g., temporary disabled).
• Description - used for assistance (optionally).

Actions will be shown in step properties. They can be deleted (7), re-ordered (8), added to library (9), or edited by clicking action name (10):