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Just add your additional actions below it and then drag the actions into the higher level action to create the group.

You can do it with a keyboard shortcut CMD [ and CMD ] to promote and demote an action.

Action
Action 1
Action 2
Action 3

Highlight Action 1 and CMD ] to make it a sub action of Action.
do the same on Action 2 and 3

this will then give you

Action
-- Action 1
-- Action 2
-- Action 3