OK if the drums were hot, then you have a dragging brake shoe or they were stuck out from ice. It has been a while since I pulled rear drums on a Colorado but I do not remember them being any different that any other car I have worked on.
The drums are held in place by being sandwiched between the rear hub and the wheel. If you remove the wheels, the drums should just slide off. If they have never been removed since new then there are are probably two little screw on flat spring nuts on two of the lug bolts. These will need to be removed prior to pulling the drums. They are used to keep the drums attached to the axle assembly during shipping to the final assembly plant. They are not necessary and can be discarded after removal. If the drums were wobbling then they are probably loose enough now so you can just pull on them.
If they are stuck on, usually if you go around them and beat on them with a decent hammer you can get them loose. At the same time you are beating on them pry on the back of the drum with a pair of decent size screwdrivers forcing the drum towards you.
If that doesn't work then you probably have a stick e-brake cable. Let discuss that only if you come back ans say you can't get them off.
Once you get them off, do NOT step on the brakes. Without the drums installed you can blow the wheel cylinders apart. It will probably be dirty inside from brake dust. Feel free to clean up anything you find. Do NOT blow them out with air. Breathing the dust can be very bad for the lungs. Brake shoes use to be made out of asbestos but I do not think OEM shoes are asbestos any more. Brake cleaner or even Simple Green soap and water will clean them up nicely.
Take the drums off and tell us what you see. If they were hot when you had the wheels off in the shop then that definitely is what is causing your problem. You may have burned up the shoes. Look carefully at the friction surface of the shoes for signs of serious cracking. If you find it then replace the shoes. Also look at the drum surface for cracking. A little scoring is OK on the inner surface but see what the inner surface looks like.
Take a look at these 2 videos:
Good Luck
Ken