Understand that a single member LLC is considered a disregarded entity by the IRS. Therefore business income and expenses for that type of business is reported on SCH C as a physical part of your personal tax return. If you are required to actually file a tax return at all, then as a foreign non-resident alien you would not be able to use TurboTax for this at all. You would be required to file the IRS Form 1040-NR. With any business income/expenses to report, I can only assume (based on no facts at all, since I've not researched this) that a SCH C would be required to be included as a part of any such 1040-NR if you are "in fact" required to file one.
Now with that said and out of the way, if you set up an LLC and obtained an EIN, yet have no business income or expenses to report then I think it would be safe to say that as of yet, you have never been officially open for business. For a single member LLC you are not required to report your business income/expenses until the first year you are actually "open for business". So as it stands, I see no problems, issues or concerns on that front withe IRS/Federal Government.
As for the state taxes (Why Colorado, when there are 13 other states you could have registered in that do not tax personal income?) I do not know for a fact if the same rules hold true for that state, as they are for the IRS/Federal government when it comes to reporting business income/expenses on a state tax return. But I do know for a fact that in order to keep your LLC in an "active" status, you have to renew your state registration every year at a cost a $10. If you do not renew before the one year deadline then there is an additional late fee of $50. If you go more than one year without renewing then the business is automatically put in an "inactive" status and it will cost you an additional $100 to "reinstate" the business to active status.
Overall if you actually intend to persue this businss in the U.S. I would suggest professional help, because Colorado is one of those states who requires your "registered agent" to physically reside in that state. As a single member LLC meaning you are the only owner, that makes you the "registered agent" unless there's some aspect of Colorado law I'm not aware of (and there very will could be, as I'm in Florida.)
As for getting professional help with US tax law in your location in China, it's not like I can refer you to someone really. But I can suggest that you contact the U.S. Embassy or one of the consulate offices to explain your situation and I would fully expect at a minimum, for those folks to be able to give you a reputable and trustworthy reference for the professional help you will need to do this right.
