Soil Management
Colorado soil is generally heavy clay, something which most vegetables do not grow well in. You can add organic matter (like compost) to help improve your soil; generally, we like to aim for 3-6% organic matter in vegetable gardens.

What?
Most packages of fertilizer display three numbers on the front the package (like 3-2-5, or 10-10-10); these refer to the amount of N, P, K (Nitrogen, Phosphorus, and Potassium) in the mix. These are the three Macro Nutrients that plants use most. Secondary nutrients are Ca, Mg, S (Calcium, Magnesium, Sulfur).

Generally, we try to aim for a Nitrogen content around 40ppm (parts per million) in vegetable gardens.

With fertilizer, it is very easy to provide plants with too much of a good thing. This is where a reliable soil test from a lab comes in handy.

When?
After a plant has had some time for its roots to adjust to the soil, you can start adding fertilizer without running the risk of stressing your plants by throwing them off balance. For peppers, you can add additional Nitrogen after the first flush is set; for Squash, Cucumbers, and Melon, add some Nitrogen when they begin to vine. 

• CSU (Tilth), in depth information about what contributes to soil fertility: https://cmg.extension.colostate.edu/Gardennotes/213.pdf
   
• University Maryland (this is a great page about fertilizing veg gardens): https://extension.umd.edu/resource/fertilizing-vegetables/