Enter colors directly into notebook?

You can get the colour swatch to appear as follows:

1. Type the symbol Black.
2. Press and hold down the CTRL and SHIFT keys.
3. Type ← to select the previous word.
4. Type ENTER to evaluate it in place.
5. Release the modifier keys.

SystemDialogInput["Color"] // CopyToClipboard

Will do the Trick together with Copy/Past

As Kuba noted in a comment you can use the menu command Evaluation >> Evaluate in Place