What documents do I need to mail to the IRS when I e-file for Federal and Colorado?

This usually easier in a browser vice app, but you should "Print/Download" your return.  There should be page of filing instructions that will list any forms that need to be mailed.  There will be a state filing instructions page as well.  Below are the steps and here is a link that will be helpful.  

Additionally, you should watch for emails and check your account to see the status of your returns after transmitting.  You are looking for an "Acceptance."  If you get a "Rejection" it will contain instructions on what needs to be done to correct/retransmit your returns. 

Sign in to the account you used to file this year's taxes, and either:

• Select Preview or print returns if your return has been accepted, or
• Select Your tax returns & documents to expand it if needed and select Download/print return (PDF).