I'm not sure why you have only the sky blue colour. You should have 8 named colours in total. 6 for the stained glass and 2 for the copper. I just downloaded the file from the Xone and all the named colours show up for me. Try downloading and opening the file again and Make sure to go into the options (either open the utilities menu and select options from the bottom of the list or Shift + Ctrl + O) and open the view tab and clear the check from delete unused colours and styles.

If you don't want to start over again from the beginning you should be able to transfer the colours to your existing document by creating a series of small rectangles in the new document one for each colour and apply the colours to the rectangles and then copy and paste them over.