RGB is additive and made up of light, where the more colors you combine the brighter and closer it gets to white. The less colors you combine the closer it gets to black. This explains why it's possible to get bright, neon colors in RGB. Your TV, computer and phone screens work this way.
CMYK on the other hand is subtractive and made up of ink. The more colors you combine the darker and closer it gets to black, and incoming light cannot reflect as much off of the substrate.
The example below shows the difference between the printed artwork along the top row, and the digital artwork along the bottom.
Related FAQs: Can you print RGB colors?