https://docs.aws.amazon.com/iot/latest/developerguide/iot-ddb-rule.html

Just follow the Step 2: Create an AWS IoT rule to send data to the DynamoDB table. there's no configure action button, but it's different steps you need to do in order to configure an action. that guide has all the steps you need to know.

Feel free to ask if you didn't understand a specific step from that guide