The letters CMYK refer to the four standard printing inks:
CMYK: Cyan (blue), Magenta (red), Yellow and BlacK.
*why K for black? to avoid confusion with blue
The letters RGB refer to the three colours that are used to represent colour on the computer or TV screen, and in digital cameras and scanners:
RGB: Red, Green and Blue
The two colour systems are different, and are used for different purposes. Four colour CMYK printing can produce most colours by laying the transparent printing inks one above the other. RGB colours are used in electronic displays and devices.
To accurately print an RGB colour file, it must be converted to CMYK.