Photoshop Opens and Nothing is Happening?
Photoshop has already loaded your actions if it opens up when you double click on your ATN file or select "Open with Photoshop".
Go to Windows in the top menu of Photoshop and scroll down to Actions.
Click on Actions.
Your actions palette window will open and you will see the files (action) as you scroll down.
Once you see the action set, select the folder by clicking on it and it then open all the actions that are in the collection (the ATN file).
I do recommend watching Photoshop Basics prior as it will cover using the actions and the sky overlays as well.
Jackie Jean Photography