Navigate to Account Settings > Colors
Choose Add new color group
Give your new color group a name
Create new color
Edit color
Click on the color swatch to open the color picker, which is probably a familiar interface. Choose the color you want or enter the Hex value.
Add as many colors as you wish!
Delete, edit, and add colors to your heart's content.
Save new colors
Once you have all the colors you need in your palette, go ahead and Save changes to add your new color group. Color Groups are account wide so anyone with access can use the presets.