Hello,

• Thank you for your question.  The Sweetshrub (Calycanthus floridus) is indeed native to Eastern North America, from the Atlantic Coast to the MIssissippi.  Although surprising that the Arbor Society would send this plant to Colorado, it could grow here in the right conditions.  According to North Carolina State Univ.  Extension, it  has these cultural requirements:
  
  Cultural Conditions:
• Light:
  • Dappled Sunlight (Shade through upper canopy all day)
  • Deep shade (Less than 2 hours to no direct sunlight)
  • Full sun (6 or more hours of direct sunlight a day)
  • Partial Shade (Direct sunlight only part of the day, 2-6 hours)
• Soil Texture:
  • Clay  (note that clay soil drain poorly)
  • High Organic Matter
  • Loam (Silt)
• Soil pH:
  • Acid (<6.0)
  • Alkaline (>8.0)
  • Neutral (6.0-8.0)
• Soil Drainage:
  • Good Drainage
  • Moist
  • Occasional Flooding
  • Occasionally Dry
• Available Space To Plant:  6-feet-12 feet
• NC Region:CoastalMountainsPiedmont
• USDA Plant Hardiness Zone:4a, 4b, 5a, 5b, 6a, 6b, 7a, 7b, 8a, 8b, 9a, 9b

I have bolded the characteristics that are most common in your area, so likely typical in your yard.  Depending on your landscape style, it could work in a shady area, combined with other plants that get regular water, and in well-amended soil (e.g., with compost; to improve drainage).

Since they were free, you could give them a try.  Or, plant as container plants where you could control the cultural conditions.

Let me know what followup questions you have!

References

• Calycanthus floridus (NC State) - https://plants.ces.ncsu.edu/plants/calycanthus-floridus/
• Selecting Plants (CSU) - https://planttalk.colostate.edu/topics/design/1119-selecting-plants/
• Water Considerations (CSU) - https://planttalk.colostate.edu/topics/design/1112-water-considerations/

Best regards,

Mari Hackbarth