Reflex actions can be defined as involuntary responses which doesn't require any form of thinking. They are actions you take without the help of your brain. For example when you touch a very hot object unknowingly you immediately remove your hand, you will see the response is rapid without waiting for your brain to suggest what to do for you.
The heat felt by the sensory nerve is received by the nerves that are connected to your hands. This form of connection where message is received through nerves and there is a quick response is known as reflex arc. Generally all reflex actions form their responses in the spinal cord.
The process is simple, the sensory nerve receive the message and send it to the spinal cord where it undergoes the process of reflex arc and then you make your decision. But what the brain does is to register the reflex action either permanently or temporarily and this is always after reflex action has happened.