Head over to the address given in your Amazon Locker location. The exact spot of the lockers vary depending on the store or shopping center. At Amazon's Whole Foods Market stores, for example, check the vestibule area just inside the main entrance. I found the lockers in my local Whole Foods store in the corner of the vestibule near the shopping carts.
For longer term storage, there are many self storage units around the metro area. Not cheap, but then neither is paying extra baggage fees and lugging around extra stuff not needed for another leg of your trip, as it sounds like Terry might be doing. For example, I found "Downtown Denver Self Storage" with units starting at $45 a month. http://www.downtowndenverstorage.com/ Denver Locker