I think here on Duo you should stick to "actress" if it's explicitly stated that it's a színésznő, just to maintain consistency.
And yes, "-nő" can be added to most if not all of the professions, but we don't always make a difference. Színésznő, titkárnő (secretary), pincérnő (waitress), ápolónő (nurse) -- these are for example generally used in this form when referring to a woman. In professions where women are less represented, it's less important to add "-nő" (since the base form isn't explicitly for men anyway): rendőr(nő) (police officer/policewoman), tűzoltó(nő) (firefighter/firewoman), mérnök(nő) (engineer; though I saw Duo teaching "mérnöknő")
Also, an interesting one is "óvónő" (kindergarten teacher), because "óvó" is not a profession. The male form could be "óvóbácsi", where "bácsi" is an affectionate name for elderly men, or from children's point of view for any adult man. The female version of "bácsi" is "néni".
Quite common, but, unfortunately, there is no logical system when to use/create a gender profession, e.g.:
president - elnök / elnöknő
driver, leader - vezető (no female version)
head of department - osztályvezető / osztályvezetőnő
manager - igazgató / igazgatónő
kindergarten teacher - (no male version) / óvónő