Evicting a roommate, especially one not on the lease, can be tricky, and the "best route" depends on multiple factors. The following are some general guidelines, but given your situation I would recommend speaking with an eviction attorney. In Colorado, even with a verbal agreement, self-eviction methods (such as changing the locks) are illegal.
Since your roommate isn't on the lease, they might be considered a subtenant. In this case, you essentially become the landlord responsible for eviction. A roommate that is on the lease can evict a roommate that is not on the lease by bringing a forcible entry and detainer action under Colo. Rev. Stat. § 13-40-101 et seq. You may want to inform your landlord about the situation and seek their guidance, however, first consider your lease terms and subletting policies.
For more information, review our article What to Know About Roommate Evictions in Colorado and contact us for a case assessment.