You will include the sale on both your federal and CO tax return, regardless if you are a resident or non-resident.
To enter in TurboTax:
Federal
Income and Expenses
Scroll to Investment Income
Click show more
Select Stocks, Mutual Funds, Bonds, Other
Did you sell any investments in 2017? click
"yes"
Did you get a 1099-B or a brokerage statement for
these sales? click "yes"
Choose the type of investment you sold, check
"land" and "continue"
TurboTax will ask for the purchase date, purchase price, location, sale date and sale price
TurboTax will import to your CO state return