...your printer is an RGB device, it will therefore convert your document from CMYK to RGB in the print driver, it will then print onto paper using CMYK inks...
...you will likely get better results printing RGB images to your desktop printer, selecting the output destination as the particular printer papers profile you are using, matt paper, gloss paper etc, etc...
...just make sure that either indesign manages the color OR the printer driver and not both...
...color management is a massive area to digest...
...if your final output is through a print provider they will likely want CMYK image data (unless they are happy to have RGB image data and perform color conversion on their color managed postscript workflow, if they have one)...
...if color is of critical importance for your work then always have the print provider produce contract proofs and work using the pantone system (up to date pantone swatches need to be used) or supply a target print...
...the printer needs a target, sometimes we receive client desktop prints as color targets (which are compared to a calibrated digital proof in some cases), failing this a calibrated proof is created only and signed of as being acceptable or in need of tweaks. If pantone references are provided we always go to the nearest cmyk equivalent for process work. If you have previous litho printed material then this is also a useful color target to provide...
...we've had designers complain at times about spot colours not matching their pantone books, to find that our pantone book, side by side to theirs, look different...
...the joys of color!
Andrew