Sergio,
The PureCloud Data Actions is actually an "integration" that leverages the same static and custom actions concepts found in the Salesforce Data Actions and Web Service Data Actions integrations, but directs those web service calls back to PureCloud's public API. This opens up a whole new range of capabilities by giving you access to PureCloud data from within your IVR call flows or agent scripts. I would recommend reading through the resource center articles that are linked from the release notes (https://help.mypurecloud.com/?p=144553)
Microsoft Dynamics CRM data dips are still handled by the Bridge Data Dip connector, but we will be releasing a new version of that integration that relies on the same cloud based data actions I previously mentioned very soon.