Once you have defined a list of actions and added or remove any action, you will need to save that list. To do this, first, you need to configure the save settings (it is already configured by default, but you can configure it):
Press the button Save Settings.
If you want that the game loads the axes from a file when the game starts, set the option Load File in Load Option. The axes list loaded can be different from the list configured in the inspector.
Also, if you want to use a relative path for the file, just set the option Use Relative Path, set a path in Relative Path, and a file name in Save File Name. For this option, the Load Option needs to be Load File, else the axes used will be configured in the inspector.