From Colorado Springs the quickest way is south on I25, exit Walsenburg going west on 160 then north on 150.
The weather can be very dramatic and quick changing. Be prepared for lightning and rain to pass thru at any given moment. Also, bring lots of water. It gets really hot in the summer.
These sand dunes, in south central Colorado, are the tallest sand dunes in the USA. They rise 750 feet from the valley floor and encompass 39 square miles.