leaving the form action blank is the same as entering the name of the page that the form is on.
either way will work. but yes, the form should be set to post to itself.
data assist will set the form action to use the page name, for example if it is creating "users_insert.php", the action will be set to "users_insert.php" this is the same as leaving the action blank. the problem is if you rename the page after running the wizard, you need to also reset the form action.