The context menu entry Action to Gallery transfers the action currently selected in the Action dialog to the Gallery (see chapter 4.17 and chapter 4.18). In order to do this there has to be selected a group in the list at the left side. The Action will be inserted in this group. If you want to insert the action in a new group, you can create on by using New Entry. You have to enter a category and a title for the new group. The category can be entered by clicking on an existing one or by typing a new name. By clicking Create the new group will be created. If you created a new group by accident, you can delete it by using Delete.
If Delete Action From List is selected, the action will be removed from the Action dialog when leaving by pressing OK. The action will therefore only be in the Gallery.