Window > Behaviors
Behaviors always attach to a tag. Be sure you have the correct tag selected before adding a behavior.
Adding behaviors — click the Plus button (+) to display a menu of Actions.
Screenshot of Behaviors panel: add behavior to <a> tag.
A grayed-out menu item indicates an Action which cannot be added to the currently selected tag; not all tags support all actions.
Here is the Behaviors panel with two Actions:
The first action is the standard Open Browser Window.