How to set the palette for an image

Assuming you already have a 8-bits per pixel bitmap (a bitmap created with PixelFormat.Format8bppIndexed):

// the colors array must contain 256 colors
void ChangePalette(Bitmap image, Color[] colors)
{
     ColorPalette palette = image.Palette;
     for (int i = 0; i < 256; i++)
          palette.Entries[i] = colors[i];
     image.Palette = palette;
}

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how can i change my bitmap image to PixelFormat.Format8bppIndexed?

Just create a new Bitmap:

Bitmap image = new Bitmap(width, height, PixelFormat.Format8bppIndexed);

To fill this bitmap:

//lock the bitmap so we can edit its pixels
Rectangle rect = new Rectangle(0, 0, image.Width, image.Height);
BitmapData bmpData = image.LockBits(rect, ImageLockMode.WriteOnly, image.PixelFormat);
//allocate memory for the pixels
byte[] values = new byte[bmpData.Stride * bmpData.Height];
//fill the pixels
for (int y = 0; y < bmpData.Height; y++)
    for (int x = 0; x < bmpData.Width; x++)
        values[y * bmpData.Stride + x] = 0;
//copy the new pixels into the bitmap
System.Runtime.InteropServices.Marshal.Copy(values, 0, bmpData.Scan0, values.Length);
//unlock the bitmap
image.UnlockBits(bmpData);