Actions of a Li groupoid are defined on p. 34 of K.C.H. Mackenzie, "General Theory of Lie Groupoids and Lie Algebroids" LMS Lecture Notes Series no 213, 2005.
Note that in general for a groupoid action of $G$ on sets it is often convenient to follow C. Ehresmann and to insist on having a function $f: E \to Ob(G)$ so that $g \in G(x,y)$ maps the fibre of $f$ over $x$ to the fibre over $y$. In fact a standard equivalence is between actions on sets in this sense; functors $G \to Sets$; and covering morphisms of the groupoid $G$. But the point of the first definition is that this easily transcribes to the case $E$ is a topological space, as in Mackenzie's book. A full exposition of covering space theory based on covering morphisms of grouypoids, rather than actions, is given in the book now called "Topology and Groupoids", and was in the 1968 edition.
John Klein is also right to emphasise the covering space example. This leads to the idea that for the cellular homology of the universal cover of a CW-complex you actually need chain complexes with a groupoid of operators, rather than the usual group of operators. This idea was developed in a paper with Higgins (Proc Camb. Phil. Soc. (1990)) and is explained in the book Nonabelian algebraic topology, see for example Section 8.4.