Go to Save for Web ...,  file format should be GIF, and select how many colors you want selected (8, 16, 128, etc.) . The respective color table will be rendered for you. The preview window will show you how the color selections will effect the output.  You're probably best to leave the Color Reduction Algorithm as Selective. In the flyout menu save the color table to a convenient location. Now from your Swatch palette, you can load the color table as you would any swatch table. The Help explains this all very well, look up Save for Web dialog box, and Color Table panel.

Hope that gets you there.

edit: I see Mike beat me to the punch, same result from a slightly different approach.