Each profile can have up to two tasks associated with it. For most profiles these are the enter task and the exit task. The enter task is performed when the profile becomes active, and the exit task is performed when the profile is deactivated. Profiles using an event context are an exception to this, because the profile is never really "active" - the tasks (still limited to two) are performed when the event happens.
If you're using unnamed tasks, or named tasks that aren't used elsewhere, all you need to do is add more actions to the tasks. If you're using a named task that is also used elsewhere, you'll need to either duplicate the actions of the named task and then add to them, or perform the named task as an action in your task by using the Perform Task action. If you use the Perform Task action, note that any settings changed in the performed task will not be restored when the profile deactivates.
You can add a task to an existing profile (if it only has one task) by tapping on the existing task in the profiles list, and selecting Add Enter Task or Add Exit Task (only one of these will appear in the menu).