How to handle a good printing from directly InDesign or exporting PDF

My Convert To Profile setting are:

Why are you making the conversion to US SWOP? Will the catalog be printed on a US Web press? InDesign and Photoshop use the same Color Managment, so in most cases making CMYK conversions in PS is a waste of time. If the job is headed to an offset press you can make the final conversion to CMYK via PDF export. In that case you are not committing to a CMYK destination space in advance that may or may not be correct.

The problem you have is different from your question.  So let's re-define it a bit to clarify. 

We have CMYK files that need to be printed using a CMYK Web Offset standard. 

We have a monitor that is set to sRGB D65 but may not have been calibrated so that is accurate.

We have an uncalibrated printer with a printer profile.  This may be a manufacturer's profile for a certain media but was not created on premises. 

So if the above is accurate, then we have an uncalibrated and unverified system at best. 

Make sure your Edit/Transparency Blending Space is set to CMYK

So in reality, you have a CMYK document, if your printer has a driver that can print CMYK accurately you can test that by printing 2 squares of color.  The first square as 100% of CMYK, and the second 100% of CMY.  Print them and compare.  If they look the same (black) your printer has an RGB driver, and it can not be used as a CMYK proofing device without purchasing a CMYK rip

If you end up with one Black and one Brown color then there is a potential to produce a proof, otherwise, it's just a photo printer. 

If you have a photo printer, it can not be made into a proofing device without quite a bit of cost. 

To answer your question above use a monitor profile for your display.  a couple of hunderd dollard can buy an i1Display device to calibrate your display.  Use the profile is creates.  Make sure your monitor in in a dim/dark  room without windows and it's possible for you to use it to judge color.  Your document profile in this case is SWOP based on the first part of your question. 

Color printers are not "Out of the box" calibrated to match SWOP CMYK standards.  Ink Jet printers require a good RIP and spectrophotometer to calibrate them.  If this work is not done and confirmed on your printer, it can not be considered a proofing device for a catalog that goes to a press which prints within SWOP standards.  What you have instead is a printer that makes inkjet prints, not proofs. 

I'd recommend you find out if this was done prior to your printing any of your catalog pages.  If not, a less expensive route would be to send your files to the printing company to proof them at SWOP standards. 

The other concern about your question is, if you believe your prints are "red" and "saturated", it begs the question, "compared to what?"  If it's your display, was it calibrated and checked to SWOP standard proofing also?  Or were there actual good certified hard copy proofs involved at some stage?

chiariri wrote: Every photos was edited before in Lightroom and then Ps in CMYK working space. the pictures are all suer saturated and reddish.

I have no experience with color laser printers, but I would have thought that they do an internal CMYK conversion, and expect to be fed RGB files, like inkjet printers. That might explain the color problems.

Check your print settings. There are options to allow the printer to handle the color or let InDesign/Adobe handle it.

It's best to work in RGB color mode and let the PDF software convert to CMYK.

And also assuming you've calibrated your monitor.