Im working on an illustration with various elements, they all look fine and print fine from Illustrator, but the colors change when I try to print them from the preview window, any idea why and how to change it?
If that is happening your printer (normally CMYK) is using a different color profile than your monitor (most likely sRGB), so colors look different.
Is your monitor color calibrated? Because if not you might want to do that. Which is either possible through built-in calibration tools (like the Eizo Color Edge monitors have) or you will need to get a color calibration tool (which are quite expensive).
If your monitor is calibrated you will need to calibrate your printer which is usually available through your printer software/driver.
Your Illustrator-Document is RGB, so whichever software you print it with converts the colors to CMYK. Illustrator may just do a better job here.
Is your document in CMYK? This is normally set by choosing print in the new-document prompt, and can also be changed under
File > Document Color Mode > CMYK Color.
How do you save and open the file with preview? You should probably use .pdf