Flight
I recommend flying into Denver International Airport and either: A) Using a family member/friend as a ride B) Using Uber/Lyft as your mode of transportation C) Renting a car Or any combo of these things to get around. FYI: IF YOU ARE STAYING IN EVERGREEN - I highly recommend using a family member/friend or renting a car. Uber/Lyft FROM Evergreen can be tough, but Uber/Lyft TO Evergreen not a problem.
Travel Note
I do not suggest taking the train unless you know where you are going/have someone to pick you up from the train. The train from DIA to Red Rocks area requires 1 crossover and at least 1 hour.