The creation of actions always implies the creation of a new action group.
(see /t/967/1
THis may be puzzling as the GUI functions all have the same name more or less.
If you use the function Actions>Actions ... you end up in the dialogue to create a new action group.
You can put as many single action into an action group as you want - all action in such a group get executed as soon as you call the group. So you do not necessarily have to use the check boxes for combinations but can put all actions, that should run together, into one action group.
And then you can combine action groups with the check boxes in the actions dialogue.