If the printer doesn't support color, then print preview will not show it in
color. If it does support color you might have to change it in the options.
Try
File->Print
Select the desired printer and click "properties". After this it depends on
the printer, but there should be an option under one of the tabs to print in
color.
For Example Adobe Acrobat Distiller has a tab labled Paper/Quality and in
this tab you can choose Black & White or Color.