There's an active sailing club at Cherry Creek Reservoir. Also up at Lake Dillon. I, personally, learned to sail while I was living in Nebraska.
Just saying that you do not have to wait until you have a
boat and are no longer "land locked" to become highly skilled in sail handling, reading the
wind, tacking, jibing, and most of the other aspects of sailing a boat.
Good luck, from a former Denverite.