Converting issues (RGB -> CMYK)

But when I´m converting a RGB-file to CMYK, the colors currently don´t change. They are shown in RGB, although Photoshop tells me that´s the CMYK profile.

If you have View>Proof Colors checked, using the default Working CMYK as the Proof Setup, there wouldn't be a color appearance change even if the RGB colors are out-of-gamut, because Proof Colors previews the expected color change.

Also the title bar tells you what the document's color mode and proofing status is.  Here the title bar tells me the active layer, the document's color mode, the bit depth, and the proofing color mode. The asterisk tells me the the document's assigned Adobe RGB profile doesn't match the current Color Settings Working Space

I’m guessing that you are using the color picker / eye dropper tool to sample the colors in your converted CMYK image, and reading the values in the color panel. The color panel can display color mixes in several different color modes, so it won’t tell you what actual color mode the document is. You can read RGB mixes from a CMYK image and visa versa.

Look at the channels panel instead. A CMYK document will have 5 channels and an RGB document will have 4.

The other Dave is right on the money

Hi

If all the colours in your RGB file are within the gamut (the color range that can be displayed) of the CMYK profile you have chosen, then you will not see a difference on converting. You will see a difference if out of gamut colours are included in the RGB file.

Dave

Also: What were the conversion settings (Intent etc.)?

RGB, CMYK – which RGB, which CMYK?

Please set the Status Bar to »Document Profile« and post more meaningful screenshots of the original RGB image and the separated image.