The Add/Edit Filter Action wizard is used to create or edit filter actions for use in your web policies. You can launch this wizard from the Add Policy or Edit Policy dialogs, or by clicking on the name of an existing filter action on the Web Filtering > Policies tab.
You can still manage your filter actions on the Web Filter Profiles > Filter Actions tab. There you can add, modify, clone or delete filter actions. But now you can create, modify, and assign filter actions by launching the Add/Edit Filter Action wizard on the Web Filtering > Policies tab.