Unless you indicated otherwise in the File section of the program the state tax return and the federal tax return should have both been e-filed.
Check the E-file status of the state return. Click on the File menu in the upper left of the desktop program screen. Click on Electronic Filing and then Check Electronic Filing Status. If the status does not show the Colorado state return as being Accepted, then it probably was not e-filed.
See this TurboTax support FAQ for e-filing a state tax return after the federal return has been e-filed - https://ttlc.intuit.com/turbotax-support/en-us/help-article/state-taxes/e-file-state-already-filed-f...
