This is the beginning of teaching you how to make a color palette. Yeay!
I create palettes a lot, as a fashion designer, usually one per season or collection.
Let's say you have a bunch of colors you like on the artboard. One by one, click on a color, it will appear on the "fill" at the bottom of the main tool palette on the left of your screen. Grab that color from the fill and drag it to the swatch palette. It will appear there. You can go a step further and double click on that swatch to give it a specific name.
Once you are done with all your colors, I would clean up the swatch palette, so you ONLY have the colors that you saved in it. At the top right of the swatch palette, click on the three vertical stacked lines, and from the options choose "select unused". All the colors that you did not save in there will be selected. Now simply click on the trash icons at the bottom of the palette. Your swatch palette will now only contain your "saved" colors in that particular document.
I recommend saving this document as: file-save as. Choose a specific name such as: Spring 2020 colors (or whatever you are using these colors for).
Now close the document. Open a new document (file-new, or command/control N).
In your new blank document, go to the top bar: window-swatch libraries-other library. Now in the window that appears, locate and choose the document that you just saved (in our case it was called "Spring 2020 colors"). The swatch palette from that document will appear in your new document, and you will also see that it is uneditable. You still have a regular swatch palette, but you also have a swatch palette with specific colors that you retrieved. The regular one is editable but the one you retrieve is there only for you to pick specific colors from.
I hope this was clear and useful.