Shaded View will print in color (assuming you have your printer setup right). If you want to keep a wireframe display, but have each component in a different color then you'll have to separate the components in different layers. There's a macro at:
Do you wish to plot / print in a similar way to an ACAD line drawing?
If so, you can assign components and lines to layers and assign the layers a colour (and linetype) within the layer dialog box.
To assign a component to a layer, either right click on it in the Feature Manager (under a dwg view) and select Component Line Font, or click on the part in a view and select a layer to place it on.
Other lines (projected geometry or normal sketch lines, text, dims etc) may be assigned colours using either the line type tools, or by assigning them to layers.
Make sure that the colour display mode button is toggled correctly.
You might have the print settings set to force black-and-white. Check the Page Setup button button on the print control panel and see which radio button is set under Drawing color.
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