Use Add Color 
to add a new thread color to the Color Select in the Design panel.
Click Add Color 
and the Color Selection dialog box appears. Select the desired thread color and click OK. The color will be added to the end of the worksheet. To move the color within the worksheet, use the Move and Merge buttons.
Use the pop-up palette to select the color for drawing. See Pop-up Palette.
Shortcut
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Design Panel:
