In order for a checklist item to have an action associated with it, it must be part of a Checklist Track:
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1. In Configuration, click Tracks and open the track of the checklist item
2. Select the Checklist tab
3. Open the checklist item
4. Select the Actions tab
5. Enter the action information
6. Save and close out of the track.

The action will be added when the checklist item is added from that point forward.