Get some waders
. Winter should not stop you from fishing where you are at. You've got good cold weather fishing all around you but waders are a must
I wet wade in CO in the spring through the fall, except for the high mountain lakes. Standing waste deep in that water chills me too much
. But even the tail waters and high creeks aren't too cold, imho, as long as I can get out every now and then.
Find some fly shops. Up around Estes you've got Scott's, Kirk's, and Estes Anglers. All good shops. The are shops in Boulder, Lyons, Colorado Springs, and, I'm sure Denver. There are Orvis stores in Denver and Boulder. They'll help out.
The National Forest and National Parks are pretty good about marking trails and access but check out their websites for details, trailheads, rules, fire restrictions, and closures. I also have links to the national weather service's local weather for planning. The weather in the Rockies can change dramatically so I like to plan but be prepared.
The vast majority of trails have no restrictions about going off path with the exception of trails that cross private property or protected areas and those are usually marked. But check (website or call) before heading out if you are in doubt. if you have a GPS there are products available for CO that delineate various property ownership boundaries and if you plan on exploring areas that are not clear with respect to those boundaries, it's worth having.
Flies I always have in CO are:
Elk Hair Caddis
Damsel Nymphs of some kind (olive Buggers work too)
Can't go wrong with a mix of any of these. But also check with the above shops