This is done in editor with a menu entry created in FLevelSequenceEditorActorBinding::BuildSequencerAddMenu.

Sadly this is hardcoded to ULevelSequence as we can see in FLevelSequenceEditorActorBinding::SupportsSequence. You can copy the class and register your own the your editor module to mimic this behavior.

This FLevelSequenceEditorActorBinding instance is created in FLevelSequenceEditorModule::OnCreateActorBinding, which is a callback of ISequencerModule::RegisterEditorObjectBinding.

FSequencer::BuildAddObjectBindingsMenu is what filters what object bindings will be displayed in the menu each time it is opened.

So, once you added an actor, FSequencer::AddActors is called. This will also call FSequencerUtilities::AddActors.

Once the binding and a lot of stuff has been done, ISequencer::OnActorAddedToSequencer is called, which is bound to FLevelSequenceEditorToolkit::HandleActorAddedToSequencer in FLevelSequenceEditorToolkit::Initialize (FLevelSequenceEditorToolkit is crated in UAssetDefinition_LevelSequence).