You can't "assign" an element "to the behavior". That makes no sense. The behavior is the classifier (activity, state machine, etc), and you specify which behavior a CallBehavior action calls by simply setting its classifier ID in the way I described. This yields the same result as setting it through the GUI, either when creating the action or hitting Ctrl-L later. The Select Element dialog narrows the type of classifier you can pick based on the action's type, so you'll be able to select different classifiers for AcceptEvent and CallBehavior actions, but for one type of action there's no difference between selecting on creation and (re-) selecting later.
The OP asked specifically about linking an action to an activity. That is only semantically valid for a CallBehavior action. Now, since an action is an instance type, you can of course always link any action to a classifier -- even if it is an atomic action, or a CallOperation action, or whatever. But that's beside the point: only CallBehavior actions can be linked to activities in a semantically valid way, and the OP did ask about linking an action to an activity. All you need to do for that to work is set the classifier. If the action is not a CallBehavior action, the question is meaningless.
Put another way: for CallOperation actions there is a difference between setting the classifier and setting the operation, but for CallBehavior actions there is no difference between setting the classifier and setting the behavior. They are the same thing.
/U
