Academic and public libraries in the Colorado Springs and Denver area won't always have the same items. While you can request items from these libraries be sent to KFL through Prospector, sometimes it's a good idea to see what these institutions have in their collections too. Often, if they have archival materials, those items can only be seen on-site and you will need an appointment. However, looking at their websites will often let you know about their collections and what is available. Public libraries, while they don't always have special collections or archival collections, can have unique collections to their local region so it's always a good idea to check!
Museums can hold primary and secondary sources that can be useful to your research. If you are hoping to see archival items, you will want to reach out beforehand to set up an appointment with an archivist before visiting to ensure that the items you want to see are available to you. However, visiting museums can be a fun way to learn more about local history and give you ideas about different types of sources - and how to use those sources for research.