Preset Libraries contain user created data and persist between sessions. They are integrated into the Color Picker, Gradient Editor and Curve Editors.
Click on a color field. E.g select Main Camera in the Hierarchy, then click on Background Color
Adjust a color to your liking
At the bottom you will find the Presets section
Simply click the button to add the current color to the current preset library
Presets can be reordered by dragging
Presets can be deleted by Alt + Left mouse button or by the right click menu
Preset can be renamed from the right click menu (note names are only shown in List Mode)
Selecting a preset library in the project browser will show its contents in the inspector. From here “Edit..” can be clicked to modify.
Note: The description above shows the standard Unity Color Picker. There is an option in Preferences which allows you to use the OS X Color picker instead.