Do the Vedas say about hell and the actions that lead to hell ?
Please read Garuda Purana.
5-12. Slayers of Brāhmiṇs, drinkers of intoxicants, slayers of owe, infanticides, murderers of women, destroyers of the embryo, and those who commit secret sins,
Those who steal the wealth of the teacher, the property of the temple or of the twice-born; those who take away the possessions of women, and those who steal the possessions of children;
Those who do not repay their debts; those who misappropriate deposits; those who betray confidence; and those who kill with poisonous foods;
Those who seize upon the fault and depreciate the merit, who are jealous of those who have merit, who are attached to the wicked, who are foolish, who turn away from the company of the good;
Those who despise places of pilgrimage, good men, good actions, teachers and Shining Ones; those who disparage the Purāṇas, the Vedas, the Mīmāṁsā, the Nyāya and the Vedānta;
Those who are elated at seeing the miserable, who try to make the happy wretched, who speak evil words, and are always evil-minded;
Those who do not listen to good counsel nor even to the word of the Śāstras, who are self-satisfied, who are unbending, who are foolish, who thinks themselves learned;--
These, and many others, very sinful, devoid of righteousness, certainly go on the Way of Yama, weeping day and night.
I'm sure there are many other Vedic Texts that alk about the same subject matter. For example, Fifth Canto of Srimad Bhagavatam.
"My dear King, a person who appropriates another’s legitimate wife, children or money is arrested at the time of death by the fierce Yamadūtas, who bind him with the rope of time and forcibly throw him into the hellish planet known as Tāmisra. On this very dark planet, the sinful man is chastised by the Yamadūtas, who beat and rebuke him. He is starved, and he is given no water to drink. Thus the wrathful assistants of Yamarāja cause him severe suffering, and sometimes he faints from their chastisement." -- Srimad Bhagavatam 5.26.8
Because you have asked "according to Vedas", the answer below is provided from the primary sources and does not take into account mythological sources like Puranas.
The word Naraka is not found in the Rig Veda. However, a reference to a dark place deep down (padaṃ gāmbhīram) is found in the Rig Veda Samhita:
पापासः सन्तो अनृता असत्या इदं पदमजनता गभीरम् 4.5.5
Sāyaṇācārya interprets padaṃ gāmbhīram denotes as narakastānam.
Elsewhere, Indra and Soma are pleaded to throw the evildoers into a dark bottomless pit so that they may never come out of it (7.104.3):
इन्द्रासोमा दुष्कृतो वव्रे अन्तरनारम्भणे तमसि प्र विध्यतम् ।
पुनरेकश्चनोदयत्तद्वामस्तु सहसे मन्युमच्छवः.यथा नातः
Furthermore, the seers express a wish (7.104.11) that a thief or a robber may lie under the three Earth,
यो नो रसं दिप्सति पित्वो अग्ने यो अश्वानां यो गवां यस्तनूनाम् ।
स्तेन स्तेयकृद्दभ्रमेतु नि ष हीयतां तन्वा तना च ॥10॥
परः सो अस्तु तन्वा तना च तिस्रः पृथिवीरधो अस्तु विश्वाः ।
देवा यो नो दिवा दिप्सति यश्च नक्तम् ॥11॥रिपुप्रति शुष्यतु यशो अस्य
and the demoness in the form of an owl may plunge down into the bottomless pits (7.104.17),
वि तिष्ठध्वं मरुतो विक्ष्विच्छत गृभायत रक्षसः सं पिनष्टन ।
वयो ये भूत्वी पतयन्ति नक्तभिर्ये वा रिपो दधिरे देवे अध्वरे ॥18॥
In Atharvaveda hell is spoken of as the house situated below the earth, it is the abode of female goblinsā and sorceresses, and is known as Narakaloka in contrast with Svargaloka the heavenly world, which is the realm of Yama (12.4.36).
सर्वान् कामान् यमराज्ये वशा प्रददुषे दुहे ।
निरुन्धानस्य याचिताम् ॥36॥ अथाहुर्नारकं लोकं