State interactions (State enter, State leave, Key down) can be accessed from the STATES tab by selecting 'Interactions' from the menu that opens up when you click on the particular state.
Or under the thumbnail in the STATES TRANSITIONS tab (click on the little lightning icon) as seen in the image below.
State transition interactions (On transition start, On transition end) can be accessed from the transition timeline by clicking on the little lightning icons as seen in the image below.
