You are NOT required by law in CO to inform said officer that you have a weapon in your vehicle. Of asked of course you can choose to lie or tell the truth but it's not voluntarily required.
You'd wanted it secured of course in your vehicle regardless so people don't see it. It can be loaded but there are regulations governing hunting rifles and their transportation.
In reference to handguns, if you do not have a CCW you obviously can't carry concealed but you can carry concealed without CCW in your house and car.
Please refer to CRS 18-12-101 for definition's and requirements where weapons can and cannot be carried in your vehicle and in Colorado.
To piggy back off of this, it's a good idea TO let the officer know you have firearm with / on you. You don't want a surprise, nor do they...in most cases being up front (presuming you are legally carrying it...i.e-aren't the restrained party in a RO, convicted felon, etc etc)the officer usually appreciates it, and can go a long ways with letting you go 'Scott free'
The first thing I do if stopped (after pulling off to the far side where the officer is not in immediate danger, rolling down windows, interior lights on, both hands on top is the steering wheel, etc) is let them advise the cause for the stop, then I advise of my CCW, location, caliber, and loaded firearm and ask how they want me to proceed.