Both actions involve stimuli, an impulse, neurons and effectors.
Voluntary Actions:
A voluntary action is basically an action which you yourself initiate by your own conscious. Your cerebral cortex (brain) sends impulses from it to the effectors (muscles or glands) via the spinal cord with relay neurons and finally a motor neurons. This action is under the control of the will thus is known as a voluntary action.
Involuntary Actions (Reflex Actions):
Involuntary actions as their name suggest, are total opposites of voluntary actions, a reflex action is not under the control of the will. In this case, your spinal cord takes total control, without your own conscious. Reflex actions controlled by the spinal cord, example scratching, are called spinal reflexes. There are also cranial reflexes, example blinking, that are controlled by the brain but not by the cerebral cortex. Brushing, sneezing and salivation are also reflex actions however, salivation is also known a conditioned reflex action.