How can I set/create "Custom Action" to edit files with "Sublime"?
There's no "custom actions" in Jira. Jira's file management is very basic as well - it holds attachments, you download them, edit them in whatever you want and upload the new copies, there's nothing more than that there.
You could write a plugin to enable more options of course. I'm not sure exactly how to hook in something like a custom action if you wanted a right click context or something, but a button near "attachments" or in the drop-down menu should be possible with a web-action module
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