I’m using Illustrator CS5.1 and started a new document in RGB mode. When I change the color mode to CMYK under
File > Document Color Mode > CMYK Color, the Color window in my workspace doesn’t change from RGB to CMYK mode. I can change the RGB levels using the Color window but I want to change CMYK levels.
Open the flyout menu in the Color panel and click on CMYK. The Color panel stays in whatever mode it started in, or is switched to. This doesn’t affect the color mode of the document or the color; it’s just a different way of describing the color.
If you used RGB swatches in your document, you’ll find that double-clicking on a swatch after switching to CMYK mode will bring up a CMYK dialog automatically, but even here you can choose any of the color modes to work in for that particular swatch.