Just copy an object from one Illustrator document and paste it into another document.
- If the color was a swatch in the original document, a new swatch will be created for the color when you paste.
- If the color was not a swatch in the original document, click the "New Swatch" icon at the bottom of the Swatch Panel to create a swatch of the color.
Hit DEL to delete the pasted object.
This reads as more complicated than it really is... if you utilize swatches, it's really a half second...
- Copy Command/Ctrl+c
- Switch window Command/Ctrl+~
- Paste Command/Ctrl+p
- Delete Del
It is also possible to load the swatches in any AI document into a Swatch Panel so the swatches are accessible without the actual original .ai file being open.
From the Swatch Panel Menu choose
Open Swatch Library... > Other Library... navigate to any .ai file and select it. All swatches in the selected document will be loaded as a floating swatch panel.