Yes you can grow bamboo in containers but will have to provide a humid environment for them by misting daily.  The pot you select should have good drainage and will need to be transplanted regularly, depending on the size pot and the variety of bamboo.  You will not want it to get root-bound or sit in soggy soil.  The larger the pot, the more growth you will have.  At a minimum, select a pot that is at least 18 inches deep and is wider than the depth.  It should also have good drainage holes in the bottom.

Good luck with your bamboo.  Please let us know if we can answer any more questions!

Plants do not over-winter well outdoors in containers in Colorado.  As you hint at, our consistent winds at lower temperatures will freeze dry the root system in containers.  Root systems in the ground are protected from the winds and from frost that only penetrates a few inches.