Colour Mode is the values used to create the colours you see. Computer monitors display colors in light values or RGB (Red, Green & Blue) colour mode. Printers print in ink values or CMYK (Cyan, Magenta, Yellow & Black) colour mode.
Most frequently, documents will be defaulted to set up using RGB color space. When creating a layout for print, your color mode should always be set to CMYK. If a file is sent to a printer in RGB mode, the colour will be converted by the print driver giving a less predictable colour appearance.
Keep in mind that all monitors are calibrated differently and depending on your monitor the final print will not reproduce as it appears on your screen. If your job is colour critical please request a physical proof.
Any PMS or specialty mix ink colours will be converted to CMYK unless specified for offset printing.
Converting your document to CMYK:
Adobe Photoshop: Image menu / Mode / CMYK Colour.
Adobe Illustrator: File menu / Document Color Mode / CMYK Colour.