To manually generate the message files from this file:
$ roscd actionlib_tutorials
$ rosrun actionlib_msgs genaction.py -o msg/ action/Averaging.action
To automatically generate the message files during the make process, add the following to CMakeLists.txt:
find_package(catkin REQUIRED COMPONENTS actionlib std_msgs message_generation)
add_action_files(DIRECTORY action FILES Averaging.action)
generate_messages(DEPENDENCIES std_msgs actionlib_msgs)