Printing on your local printer is something that you will sometimes like to do while doing the layout. The quality of what you'll get printed is highly dependent on your printer. Is it inkjet, laser, black only, or CMYK or using spot colors, PostScript, or not? Anyway, you should not trust the colors that you'll get here. You certainly won't have the right paper and you won't have perfect profiles for your printer. Therefore, the proof print is only an average of what you'll finally get.
Tip
Install Ghostscript absolutely
Ghostscript is a standalone software specializing in the printing processes and printing file formats. Many software use it as a background library. Scribus uses it to load EPS vector drawings or some printing options like print preview. You should absolutely install Ghostscript on your system if you want to use the advanced printing feature implemented in Scribus. Get it from http://sourceforge.net/projects/ghostscript/files/, and install or uncompress...