Choose File > New > Library...give it a name. Library panel opens.
Hope this helps.
If you already created a library, File>open>and go to location where savethe library.
To Create a new library, File>New>Library.
Thank you, have nice day
How do I get my own colors in the color palette?
For new documents, create new colors while no document is open. Those colors will become available in all new documents, but they won't be available in existing documents. For existing documents, there are a few options.
One is to apply color swatches to objects in InDesign, select them and drag them into a library. When dragged from the library into a document that doesn't already have those swatches, they will be added to the document's swatches pallet.
An alternative to that technique is to drag the objects to the desktop or a folder, where they become a Snippet. Snippets can be placed like an image, and will do pretty much the same thing you did with the library item.
Another way is to select swatches in the swatches window, go to the fly-out triangle and select Save Swatches. The .ase file that you save from there can be loaded into another document through the same fly-out. You can also load swatches while no documents are open, and those will be available in new documents as in the first example.