The Advance theme supports three different NationBuilder page types;
By choosing your "action" you are choosing which of these page types will be the main driver for your campaign.
You can always add more action pages to your site later - you could have one of each page type if you wanted - but Advance is geared towards campaigns that need a simple and quick one-page site with a clear call to action. For this reason, we recommend deciding on one to start.
You should view the documentation specific to your page type;