Rendered image on screen does not match printed output at all

I’m new to this problem, and know very little about converting RGB light-output into CMYK dry-ink.

The output is far too dark, and even worse the colors does not match. (It’s a laser-printer, I’m using Windows).

Is there an easy way to help convert an image for printing?
Can GIMP or Blender help correct for this, or any other free software?

I know this is a complicated yet common problem, so maybe someone out there know a method that makes for a better result - not necessarily perfect - that is simpler to achieve?

Edit :
This is just a hobby for me, I just want to print my own renders to paper and hang on the wall.
I have no idea if (or how) I can calibrate my screen and my cheap printer. Is this even possible?