If you want to output colors in the CMYK color model, you have to select the relevant color model in the system's colors palette. Then you define the desired CMYK color there.
If you e.g. need to output your defined CMYK color values
unchanged for any reason, choose Device CMYK
. This should be
your choice when you e.g. export your document to PDF in order to send
it to your print service which uses a calibrated workflow.