When you save actions, you save them to whatever folder you want, just the default is
/Users/[user name]Library/Application Support/Adobe/Adobe Photoshop CC 2014/Presets/Actions
If you never save any of your actions out of the actions panel, then they''ll probably just be in the Actions.psp file
It's always a good idea to save out any custom actions you make (Save Actions from the actions panel fly-out menu), so you know where they
are for future use and not rely on them staying in the Actions.psp file or creative cloud sync service.
It seems if one syncs the actions using the creative cloud, it only transfers over the Actions.psp.
The actions you synced over should be then listed in the actions panel and then you have to save them out manually
if you want them to appear on the actions panel fly-out menu.
For me, i'd rather save all my custom stuff manually to some place safe rather than relying on any automatic syncing
or migration of presets, etc.