Most people reach Colorado by air. It is possible to fly into Denver International Airport (DIA) or the Colorado Springs Airport. It is also possible to reach other towns, such as Aspen, by taking a commuter plane from DIA. However, this is usually rather expensive.
Other means of reaching Colorado is by car, bus, or train. Union Station is the train station in downtown Denver. Greyhound runs shuttles from all over the USA, Canada, and Mexico to Colorado.