You can bring beer and wine into the parking lots for tailgating, but no glass and no kegs. Once you hit the gate, all alcohol must stay behind. You are allowed one factory-sealed non-alcoholic beverage (32oz or less) per person.
Colorado law is clear: No public consumption. Security will eject you for smoking in the rows. If you must smoke, head to the designated rails on the North/South stairs. Pro-tip: Edibles are the common workaround for fans, but remember the high altitude triples the effect.