Every action you create, if it does not use a custom page wrapper, can be saved as a draft and previewed before it's published live to the world.
To see a preview of the page you're creating, either click the green "Save and Preview" link or copy the URL in the box in the toolbar at the bottom of your create page, or click the "Preview" button on your management page.
Your preview link is secret -- only people with that special link will be able to see your page, so you can send that link around to your allies and get their feedback before you publish your action to the world. And if your action has more than one step, you can navigate using the links at the top right of the preview.
To save a draft, click the "Save Draft" button in your toolbar of your create page.
You don't need to fill in all of the required fields to save drafts and preview, but you will to publish.
When you're ready to publish, click the publish button from your create page or the top of your management page to publish your action. As long as you've filled out all of the required fields, your action will be published and you'll be able to click the "View" button on your management page to view your live action. If you haven't filled out all of the required fields, an error message will let you know and you'll be able to click a link in the error message to go to your create page with the missing fields highlighted, so you'll be able to fill them in and publish.