There are national parks and national forests. Arapahoe is a national forest.

The possession of a firearm in any national forest or national park is a no-no. Discharge of a firearm is also verboten. That being said, there are designated areas where shooting IS allowed, you can get their locations by scanning here or by calling and asking the NPS or BLM or CDOW (they have a few throughout the state).

CCW's are a different thing, but that would only apply to a pistol and only for CCW purposes, not for practice.