Add theme color palette picker
This is done by the color module which is a part of Drupal core.


  The Color module allows users with the Administer site configuration permission to quickly and easily change the color scheme of themes that have been built to be compatible with it. In order for the color module to work, a theme must be specifically designed to use the color changing features.


Here's a great guide to integrate to the color module in Drupal 8.

Integrating the color module into your drupal 8 theme