You can use the Tools→Extract Annotations operation to extract primers by setting ‘Match any of the following’ and then setting ‘Annotation type is primer bind’ and ‘Annotation type is primer bind reverse’. This will create a separate primer document for each primer in your document table, and they will be available in your oligo database.
Note that if you only want to extract individual primers from a sequence it is quicker to just select the primer annotation and click “Extract”. This will extract the primer directly into oligo format.