My Lightburn dosn’t have the color palette

In the Menu bar, click Windows → Reset to Default Layout, which should get you back to the beginning.
After that, you can pick (“checkmark”) the ones you want from the rest of that drop-down list.
Caveat: if the Windows Task Bar (or whatever they call it these days) along the bottom of the screen doesn’t auto-hide itself, the Cut Palette can hide behind it. Setting the Task Bar to get out of the way will free up a bit of critical screen real estate for something useful.