The Action Window is not configurable.
But you might be able to customize the top or bottom toolbars to do what you want.
Ok - right now I have in Tools> Options> CD,DVD &BD> AutoPlay = Audio CD: Do Nothing
If I keep this setting, where on the toolbar can I add play CD?
You may ask "why don't you change that to Ask every time"? I could I guess. However, I rip a lot of CD's in dBpoweamp. That question just gets in the way. If I keep it at Do Nothing JRiver stays out the way.