Choose Window ▸ Swatches (F5). Click a swatch to apply it to the fill or stroke of the selection.
The “+” at the foot of the palette opens New Swatch. Choose process or spot, the color mode and the values.
The folder button at the foot of the Swatches palette (or New Color Group… in its menu) asks for a name and creates a color group with the selected swatches in it. Double-click a group's name, or right-click it and choose Rename Color Group…, to rename it. Deleting a group keeps its swatches.
The Swatches palette menu has Select All Unused and Add All Unused Colors.
Use Window ▸ Gradient to build a gradient and apply it.