Remove saved colors by alt + clicking on them, palette needs to be unlocked.
To change a specific color the palette needs to be unlocked, then shift + click to select the color you want to change, pick a color and then save it by pressing the save icon.
Shift + click the save icon to download the current palette
Drag and drop a palette text file onto the save icon to load a palette.
Select a color from the canvas by alt + clicking on it.