I've seen far too many people do things that everyone said they couldn't to believe it's impossible. Every area has it's challenges. I think your main issues will be three-fold. Wind, lack of rain, and poor soil. I would start by making windbreaks. I would probably use semi-solid fencing to start with, and plants tree immediately inside those to have living windbreaks as soon as possible. There are a lot of good youtube videos and books on rain harvesting and water works, and I think you will need to research that pretty well. At least you have a few months for that. As far as soil building, I would concentrate on pockets of fertility, and I would start in zone 1, meaning your area immediately around the house if a garden is in the works. Trees don't need extremely fertile soil, but they will probably need some improvement. The great thing about making fertile packet areas is that once you make enough of them, you can connect them and you ended up with a large area.
Tara Farm and Nursery is located in Wyoming. There are blog type posts on the site that offer advice to Wyoming permies, as well as being a commercial nursery. It may be worth a look.
Above all else, never let anyone tell you you can't do something. If you want to, you'll find a way. Every time something doesn't work, you learn more about what might.