sections into palette
Sure, you have to save your sketches (when you draw a sketch in your part, you click on save as....) then you have to put your sketch (a .sec file) in your folder which is parametered in your configuration file (the config.pro file).
Going on Tools -> Option, take a look to the location of the option command 'Sketcher_palette_path' and read the folder where it is stored. If there is no specification, then you could add this option and select your own 'sketcher palette path' by writing there.
You have to put your sketches in this path, then when you'll launch you palette tool, it will load your sketch (or you will have to relaunch ProEngineer)
Don't forget to register your config.pro file if you want to save this option and use it on your next session.
Hope it will help :)