In all of Colorado?

Because winter/snow backpacking is very demanding and the margin for error so slender, most people have 3 season gear, and then also have a shelter, bag, pad, stove, and clothing specific to winter. Not to mention the skis, snowshoes, crampons, mountaineering boots, etc. that are needed for snow travel. You may need a bigger pack, or to add a pulk to the kit, depending on length of the trip and gear needs.

Start with three season gear - that's cheaper and easier to go budget oriented with, without compromising safety. Work into winter in Colorado when you have three season experience and develop some friendships with veteran winter backpackers who will take you out with them.

You need a sleeping bag and pad adequate to the lows you expect to encounter - research and hopefully some folks who backpack in Colorado posting here will have ideas on what would meet those needs.