There are a couple ways to do that. I suggest you get a image editing program that can handle custom palettes. There are several that can do this, GIMP, GraphicsGale, Photoshop, etc. Then you can get the palette file from srb2.wad or from a screenshot in software mode and import the palette into the program.
You can also export one of the images from srb2.srb (or whatever wad with sprites) and open the picture in MSPaint. MSPaint can retain the palette of an image, it just can't be used to make it to a different palette easily.