Fur buyers are not hard to find in Colorado - just look them up !
You can find the diagram to make a pelt stretcher online too, skin the animal out, salt the hell out of it and put it on a stretcher rack.
Although I would call the perspective fur buyer youre going to try and do business with, to see what they want, in terms of prep. for pelts - and I have never heard of a fur buyer buying whole animal bodies; at least with coyotes.
You can do it! It is totally easy - when I lived in NM I sold pelts to buyers in Colorado, although I never got more than 25.00 - 30.00 for a good pelt.
Why? One inquires why? Because, AMERICA !!