If you wish to live in Colorado but you are not a U.S. citizen, then you have to go through the federal immigration process. There are many rules and policies in place for this procedure. The point of the rules is only to allow people who can be productive members of society into the country. One rule prevents you from entering if you have a physical or mental disorder that causes harmful behavior.
The U.S. Citizenship and Immigration Services explains that it looks at your history to see if you may have a condition that bars you from entering the country. If you have previous DUI charges, the government considers this an indication of a substance abuse problem. Having an alcohol abuse issue alone does not prevent you from coming into the country, but when paired with criminal activity, such as a DUI, it does reach the level of being a mental disorder that causes harm.
Driving under the influence poses a threat to society. You could harm others and damage property if you drive drunk. Having a DUI charge in your past indicates that you might be a repeat offender in the future. One DUI may not keep you from coming to the U.S., but it is a black mark on your application.
Other alcohol-related offenses will also hurt your chances of entering the country, especially if you have a repeat history of them. So, you must be sure that you avoid such behaviors if your goal is to come into the United States and stay here. This information is for education and is not legal advice.