If I filed a harassment charge against my supervisor, can I ask for a copy of the file and report after the investigation is over? I am in Colorado.

I recently filed harassment and hostile work environment on my supervisor. During the investigation he was telling other co workers to tell him if I say anything about him. I had witnesses that heard him say that I need to watch it and that I need to watch my back. But the investigation ended and the employer said that the findings did not come down to him harassing me or creating a hostile work environment according to the statements of my other co workers. One co worker told me that she wasn't pulled in to be talked to, and I feel the reason she wasn't was because she has had a day taken away from her and has had the similar issues with the supervisor also. I would like to know if I could ask my employer for copies of the complete file of the report including all statements from all co workers.