To save a Library of custom Colors:
1. Window > Swatches then from the Panel properties choose Clear Swatches
2. Add your Custom Colors (Whatever your active Stroke/Solid Color Fill is) to the empty Swatch Panel.
3. When you have a nice list built up, go back to the Panel properties and Save Swatches as an (.act) file.
Then you can load up this .act file whenever you want from the same Swatches Panel property options, except choose Replace Swatches and browse to that .act collection file.