When you right click a folder or folder on a network share (SMB specifically) either in the side pane or in the file listing no custom actions are accessible. It seems like this is probably intentional but I can't think of any reason why it shouldn't be able to be supported. I'm using Xubuntu 16.04.
Already fixed for dev. release (1.7.2) Will be released in 1.8.0 hopefully soon. *** This bug has been marked as a duplicate of bug 7652 ***