Honestly, I didn't know how people hunted or shot weapons outside Texas. I assumed it was all private business and expensive deer leases. I still don't get it! You're telling me, in Utah/Colorado and other places, that I can just go to federal/state land with a gun and a license, and get food?
Yes.
Setting aside seasonal limitations and quantity limits, you may do just that.
Further, at any time of any day of the year, you can enter a national forest in Colorado, set up a target, and start shooting.[1][2][3]
In fact, I am fairly certain that you can just go live in the national forest provided that your encampment/structures are completely mobile and temporary.
It's the "Land of Many Uses".
[1] I recommend a lot of sanity checks, however. In addition to scouting the entire area for any other people and ensuring proper backstop, I would also give a courtesy call to the local forest service office and the local sheriff and give them a heads up. About half the time they would respond by telling me that I was not able to do that and I would politely inform them that they were wrong and to have a great day.
[2] Also note that just because you are legally able to do this and are "in the right" doesn't mean local LE can't come arrest you and seize your firearms and sort it out in court anyway. If you're remote enough and nobody is there to complain it's not really an issue.
[3] Do not do this in popular areas with hikers and kids and where there is little or no tradition of shooting in that place, etc. Don't be a dick.