An Arkansas contractor taking work in Colorado deals with the same four questions everywhere: who licenses the trade, when a licence is actually required, when workers compensation kicks in, and where the business registers. Below is Colorado's answer to each, with the agency's own link.
Licensing
DORA Division of Professions and Occupations (State Electrical and Plumbing Boards); city and county building departments for general contractors
No statewide general-contractor license; cities and counties license GCs locally. The state licenses electricians and plumbers through DORA's State Electrical Board and State Plumbing Board.
Workers compensation
Colorado Department of Labor and Employment, Division of Workers' Compensation
All businesses with employees must carry coverage regardless of number of employees, including part-time and family-member employees.
Business registration
Colorado Secretary of State
New hire reporting
Most states require newly hired employees to be reported within a short window of their start date.
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Starting or running the business itself is covered in the contractor business guide. Arkansas licence records for Benton and Washington counties are in the contractor directory.