CMYK colors on paper are color filters which take light off. This, the subtractive color formation, is just the opposite of the additive method, which is used in video screens. That is: The color is a sum of miniscule red, green and blue lamps.
Color dyes on paper are not ideal and definitely they take light off => Available color range is different, usually somehow limited, when compared to a good quality RGB screen.
Photoshop can simulate printable CMYK colors with mathematics. To see it you must have CMYK color mode and use the forthcoming printing color profile as your proof mode.
If you have color profiles well set in Photoshop and there's no breakage in color profile chain camera - photo preparation - photo usage in your work, you will get as consistent colors as your final printing method allows.
Usually conversion to CMYK reduces radically saturation because the richness of RGB images simply isn't printable. But you allways see what you will get and you can adjust your images for the available color range, if you have the color profiles set properly.
Learn color management basics for deeper explanations.
NOTE: Office printers often accept only RGB images altough they have CMYK inks. The conversion happens in the printer driver software and blocks you totally out of the process.