Printers (the kind mostly used for sublimation anyway) accept RGB input and do the conversion to CMYK in the printer software. This allows the printer to provide it's best output.
Also, CMYK implies Cyan, Magenta, Yellow, and Black, whereas many modern printers have more than 4 different cartridges where, again, the printer does the conversion itself.
The majority of images available on the web are in RGB format and you would import these directly into, say, Photoshop where you would continue editing in RGB Mode and output to the printer in RGB.
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