If you are supplying artwork as a high resolution, press ready PDF then this conversion can be done when creating the PDF. If you are supplying artwork in its original format, such as InDesign or QuarkXPress, then it is better to convert colours to CMYK before supplying artwork and files.

Why is it important to convert your files to CMYK?

Designing a file for CMYK printing ensures that the colors will match your monitor (provided your monitor is calibrated for color accuracy). This is especially important when designing color critical products such as catalog printing.

Why might it be necessary to convert a photo from RGB to CMYK when printing what might happen if you do not convert a photo from RGB to CMYK when printing?

You may notice, when you convert an RGB image to a CMYK image, that the colors change slightly. This may or may not happen, depending on the colors involved, and a photograph will often be more forgiving than solid areas of color in a graphic image (an illustration, for instance).