You are almost directly East of me (I'm just North of Denver), so essentially the same zone, however you are at a lower altitude which means your weather will be more constant. I don't think it was specifically pointed out, but koi and goldfish are NOT tropical fish! In fact they can both tolerate water temps down to almost freezing. I've had some of my goldfish for 7 years, and koi for 5 years. They have always stayed outdoors all year long, and I always keep my pumps running all year. My pond is only 3' deep, and the stream is only about 8 inches deep.
Now for the caveats... While your Winter temperatures will be similar to mine, my location gets some weird warm spells. Your main concern is the ground temperature, and how deep the freeze line goes, and since your weather stays more constantly cold, plus you get the sweeping winds, Winter will have more affect on your pond than it does on mine.
We are in a sort of zone of uncertainty, and that allows us to get away with more than some folks. My suggestion would be to *try* keeping your pump running, but be prepared to get an aerator quickly if needed (or just go ahead and get it to have on hand). If you have a waterfall, you will see it freeze over, and you have to watch for the possibility of an ice dam causing water to run out over the edge of your pond. I generally break the ice back every day or two to keep the waterfall flowing without interference, and the falls provide good aeration for the fish. What I usually see happen is that as long as the water is flowing, the ice doesn't get too thick over the pond -- but if you stop the water movement, the ice will get thick very quickly and your pipes can freeze up. Keeping the pumps running through the Winter requires more work and constantly monitoring your pond, but in my case an aerator would not help my stream, it would only keep the larger pond habitable. Because I keep my pumps running and the sun is more intense here, my pond tends to only be frozen over for less than half the Winter. If you come to a point where you have to turn off your pumps, don't forget to drain the water out of the pipes!
Keep in mind that an ice layer over the pond is a *good* thing, because it traps in the ground heat. Just make sure you have some kind of aeration and a hole through the ice for the oxygen exchange, and your fish will be fine.