In the later part of this video, there is a reference to a Primary Customizations Course. That is only available to Canvas admins. If you would like to create your own custom palette, you will need to import the DesignPLUS Customizations Color Palette page from the Commons into your course(s).

Though you can create custom palettes for your course(s), managing these colors and palettes across courses will be quite challenging. If there is a specific page that needs the use of specific colors, the first part of this video will show you how to use the Style Editor for that purpose.