Je suis dans le même cas que toi...
I have the same probleme ^^
who can answer ?
Right mouse the file, and open with Photoshop. The colors are added to the current palette (at the end). Now they are available for use in all the tools.
I'm not seeing this happen in Photoshop CC (2014).
Does in not work in CC(2014) ?
I can confirm this functions but there is no indication it's been successful and the swatches appear in the Swatches panel, *not* in the Libraries panel where I would expect them. My issue is that IMO this should not even be an issue, because a palette created on color.adobe.com should just show up in PS CC unless I'm not understanding the intended behavior.