Yes, you will have to file a Colorado nonresident tax return and pay Colorado tax on the income you receive for work that you do in Colorado.
If you are a W-2 employee, your employer should withhold Colorado tax.
Thanks! Will I get the money back when I file my taxes?
Get what money back? You have to pay tax to Colorado on your Colorado income. You don't get it back. If the Colorado withholding from your pay is more than your Colorado tax for the year, you will get a refund of the overpayment, but you don't get all of it back. And if the Colorado withholding from your pay is less than your Colorado tax for the year, you will have to pay the difference when you file your Colorado nonresident tax return.
If you itemize deductions on your federal tax return, the Colorado tax is deductible, subject to the $10,000 cap on the total of real estate tax, personal property tax, and either state and local income tax or state and local sales tax.