GHES and Github Connect: Actions Sync?

We are running GHES 3.0.10. Tody set up the connection through Github Connect(Enabling automatic access to GitHub.com actions using GitHub Connect - GitHub Docs).
Self hosted runners are configured on enterprise level.
The organization actions was created but there are no Actions Inside.
When an actions workflow runs the self hosted runners exit with that error:
Failed to download action ‘https://api.github.com/repos/actions/checkout/tarball/5a4ac9002d0be2fb38bd78e4b4dbde5606d7042f’. Error: The operation was canceled.

How that works? do the runners need connection to the internet??? my expectation is that the runners should use the actions from our GHES. My expectation is that the Actions will be synced automatically into our GHES without doing nothing.because of Github Connect

Here the example workflow:
name: GitHub Actions Demo
on: [push]
jobs:
Explore-GitHub-Actions:
runs-on:
- self-hosted
steps:
- run: echo “:tada: The job was automatically triggered by a ${{ github.event_name }} event.”
- run: echo “:penguin: This job is now running on a ${{ runner.os }} server hosted by GitHub!”
- run: echo “:mag_right: The name of your branch is ${{ github.ref }} and your repository is ${{ github.repository }}.”
- name: Check out repository code
uses: actions/checkout@v2
- run: echo “:bulb: The ${{ github.repository }} repository has been cloned to the runner.”
- run: echo “:desktop_computer: The workflow is now ready to test your code on the runner.”
- name: List files in the repository
run: |
ls ${{ github.workspace }}
- run: echo “:green_apple: This job’s status is ${{ job.status }}.”