process color separation and printing

I am struggling to print out CMYK separations.  I am obviously missing a step, but in the print preview, each of the process colors seem to be just grayscale.  I believe there is a way to make them halftone dots, but can't seem to find out how.  I am just doing the artwork for a printer who has the machine to do this type of job if I can only print out the separations...please help!!