Next Step

I am a canadian and have been offered a job in Colorado. I want to take it.
I am applied for an H2B visa and filled out a DS-156 form and printed it off. I have a valid passport also.
Now I am not sure what to do next. Is it up to the Sponsoring company to do the next step?
Do I have to make a appointment for an interview and if I do where. I have searched and not sure where to go next.
I want to be in Colorado by July 31st

Can anybody help me please

Has the company said they will sponsor you, or have they only offered you a job?

AFAIK for an H visa, the employer is required to complete a petition before you can apply for the visa. You will most definitely want to confirm with the employer what needs to be done before you head to the border.

Watch the video from this thread because it gives a good example of how H-2B works: H-2B

You don't need a visa or need to fill in DS-156, Canadians are exempt, what you do need is an employer willing to sponsor you who is eligible for the H-2B programme, which basically means they must have advertised the job(s) locally and can't find anyone.

H-2B is only valid for a maximum of one year and that video explains some of the other limitations with it.