If you're a Colorado resident, CO can tax ALL your income, regardless of where you earned it.
If you worked outside CO, and the state where you worked has an income tax, you'll have to file a tax return in both states, but CO will give you a credit for taxes paid to the non-resident state.
What was your resident state in 2019? If not Colorado then change it in My Info.
If Colorado was your resident state in 2019, you have to report all income from all sources on the CO state income tax return. Plus you would have to file a non-resident state tax return for the state where you did work in 2019 if that state has a personal income tax.