Right click on the palette you want, a context menu opens, select Palette to gradient, then check in the gradient list the name your palette ➤ the new gradient will be named the same name as your palette's name(*)
If the Palettes dock/dialog is not open, on the top menu go to Windows ➤ Dockable Dialogs ➤ Palettes
(*) You can rename it there ➤ Gradient Editor
On a side note, there are a lot of things happening with a right click inside those dialogs tab, like in the layer's stack, the path tab, the gradient tab, patterns tab and so on and on, also when a tab is in focus click on that icon
on the extreme right side of the group of tabs/dialogs, and select <Tabname> Menu 
If the Palettes dock/dialog is not open, on the top menu go to Windows ➤ Dockable Dialogs ➤ Palettes
(*) You can rename it there ➤ Gradient Editor
On a side note, there are a lot of things happening with a right click inside those dialogs tab, like in the layer's stack, the path tab, the gradient tab, patterns tab and so on and on, also when a tab is in focus click on that icon
on the extreme right side of the group of tabs/dialogs, and select <Tabname> Menu