Palletes are located under Preferences>Palletes. Hit F1 for help to access the documentation to start with.
There are a few ways to work with them, but a starting point is the knowledge that they are saved as .pax files. There are several of these shipped as examples with NX, so a search of the installed directories should provide you with some examples. You may find it easier to start in native and step up to Teamcenter later. It is possible to edit the .pax files in any text editor.
Teamcenter will allow you to use .pax files saved in the native file system. Other aspects of what files you call up from your pallete may provide some challenges when using Teamcenter. Most can be easily overcome, but you may occasionally need privileges that you find you don't have.
Palletes are also used to set up and work with part templates. Installations of Teamcentre use a technique similar to native for this. It may be a good place to start looking to learn more about working with palletes in Teamcentre.
