Ok, had to fire up gimp and try to remember, it is more complicated than it needs to be.
When you have 16 color image go to Dialogs on menu bar, then palettes, or Ctrl p. Right click on window, select import, select Image on import dialog, in import options make sure is set for 16 colors, import palette. By default it should be titled with title of image it is from. When start new 22x9 for progress bar go to Image on menu bar, then Mode, select indexed, on indexed dialog select Use custom palette, select palette you have just imported by clicking palette icon. Make sure Remove unsed colors from final palette is not checked, click ok.
On bottom half of main toolbar click the arrow on the right, select add tab, add colormap and palette. Select colormap, you can now pick and use colors from it to create progress bar with same palette as screen image.