Except that a pump gun ain’t much good for skeet. Awful difficult to hit two birds in the air at the same time with a pump gun. I suggest trap to start with. Here’s a good site contrasting the two sports. You’ll wanna use trap loads in your gun, too. They are a “lighter” load in the shorter 2¾ inch shell - much less punishing to shoot, especially when you consider that, at minimum, you’ll be taking 25 shots (25 shots/round of trap) and generally, at a single outing, you’ll wanna shoot several rounds (a round of trap only costs a few bucks + shells, which are fairly inexpensive, too).
You should also consider getting a “full” choke to replace the “modified” that comes with that gun, especially since you have a shorter barrel than is generally preferred for trap. A full choke produces a tighter shot pattern as the pellets fly farther down range; this will allow you to take a bit time when tracking birds in the air. In addition to that, you’ll want some ear plugs (and maybe set of muffs - I don’t care for 'em when shooting trap as they can get in the way) and a shell pouch with at least two compartments (one for unfired and one for fired shells).
You shouldn’t have much trouble find a trap & skeet range around Denver. Ask the guys at any sporting goods store that sells shooting supplies. And when you go to shoot, sit and watch the other people when you’re not shooting, talk to them before and afterwards. You can even ask someone who is shooting well to watch you and advise you after the rounds - most people are more than willing to help a novice. Make sure you’re familiar with all loading, unloading and safety mechanisms on the gun before you head you head to the range.
Some simple pointers to get you started. Step up to the line. Stand with your feet slightly apart, your left foot (assuming you are right-handed) about a foot’s length in front of the right one and pointed towards the center of the trap house. With the action “open,” insert and chamber a shell and release the safety (if you need to); you should only ever have a single shell in the gun at any time. Now mount the gun; tuck it in tight to your right shoulder, cheek down on the stock and sight down the barrel and over the bead with your left eye. Keep your right elbow up so that your arm is parallel to the ground. Take a deep breath and when ready say “Pull,” loudly enough so that the scorer can hear you (he’s above and behind you on the tower). As the bird rises out of the trap house, swing smoothly across it’s trajectory from the hips, NOT the arms. When you’re “leading” it slightly, pull the trigger (don’t jerk at the trigger, use a squeezing action). Cycle the action to extract the spent shell and leave it “open”. Pick up your empty shell and place it in your shell pouch (It’s best to try to catch the empty as it comes out of the receiver). Take a couple steps back so as not to distract the shooter next to you. Prepare for your next shot.
Enjoy! And practice. It’s not a difficult sport to be fairly decent at, but to excell it can be quite demanding.