Hi Eighty+
You'll need to load your .col file from within the artrage application.
To do this open the colour samples panel and using the menu (top right) choose either 'Import New Global Colour Sample Set' or 'Import New Local Colour Sample Set'.
When you import them as a global set they are available to every new painting you do until you change your global set.
When you import them as a local set they are available to the current open painting only.
Hope this helps