As far as I know it's not possible to simply change a color so that every item that has that color assigned is changed.
I would assign styles to the different items in your document and assign the color in the style. That way you don't always have to go to look for every item and change it, but change the color in the styles.
To get an idea of how to work with styles, see here:
Unfortunately the colors that you set in Word are mostly not the same that you get printed out. That's because your monitor uses RGB color space (additive color mixing) and your printer uses CMYK color space (subtractive color mixing).
Not all the colors that you can see on your screen can be printed, because your screen mixes the color with light and your printer with ink.
So to make the fuchsia color more intense in the sense of brighter or more luminous will not be possible to that extent that you would have on your screen. To make it darker is no problem.
It depends on the printer how well it can replicate a color. Cheaper printers often produce desaturated colors.