Depending on how your screen is set up... on the right hand side should be a window that is divided by two tabs... history and actions.

Click on the action tab then click on the circular button with the arrow in it.. that will pop a menu.. from this menu select "Load Actions" and it will prompt you for the actions like a normal file open.

Once loaded... just click on them to select it and press the play button at the bottom of that little screen.

A GREAT shortcut to figure how they get the actions to do what they do is to select the action in the menu, hold down the CTRL and ALT buttons (if you're on a PC... don't know what it is for Mac) select the little round button again and hold the mouse down... navigate to the Save Action menu item and select it... when it prompts you to save the action it will save it out as a plain text file so you can read the action steps.. pretty cool eh? I use this alot to try and figure out how some of these actions get all those cool effects.