In short, you may conceal your firearm in your vehicle. You may not conceal your firearm on your person without a concealed handgun license.
See 18-12-105, 2(b)-(c)
Now, that applies for Colorado. You'll need to research any other state you pass through on your way to Colorado in the event that you get pulled over and your vehicle is searched.
You may want to consider a CHL as you often have the advantage of reciprocity when traveling from your home state to other states. I myself don't like the idea of having the state place my name in a database, thereby knowing I have firearms, but it does have its advantages.