Newsflash: Buying Land for personal use (CO/US)?

Hello,I was hoping someone could point me in the right direction. I feel like google isn’t much help nowadays. I have some questions regarding purchasing and owning land, and using it. If one wants to buy an acre of land in Colorado for this example, but did not want to use it for residential, commercial, or agricultural reasons (ie not looking to make money), where would I start my search? Am I free to use the land as I please, ie if I wanted to spend 20 years making a sculpture on the piece of land. Or scatter piles of rocks or sticks. Or dig a bunch of holes. Or make a large pointless structure. Or camp. Or ride dirt bikes. Or store bails of hay. You know, whatever – like having an extra large backyard. What expenses are there beyond the initial purchase (annual taxes, etc?? Where do I find info on what’s restricted? What can’t I build? Where in the US has the best land for this sort of open ended personal use?Thanks I’m advance!