This is in the dry climate of Denver. Will I need to install drain pipe to a dry well? Or is this unnecessary? I am finding conflicting information online.
No..and...No...and...Yes, there is a great deal of conflicting information, often coming from sources that either want to
sell you something different than you plan on doing, or to steer you toward methods of construction they understand better (or
profit from more) than what you want to do...
With that said, dry
wells are usually only for poorly draining soils, areas with high precipitation levels, and/or geographic location that would facilitate the gathering/pooling of precipitate. It is not even clear at all that you need to go below the "alleged frost lines." "Frost heave" is very much a misused, miss define, and poorly understood element of design and construction, and stems as much from "habit" as it does from actual necessity. I weekly evaluate, move, and examine vintage timber frame architecture (mainly barns) that "just sit on plinth stones" that have been set on the mineral soils of the building.
The presence of bentonite clays are more of a concern than frozen/freezing earth, and frost heave.
If you would like to read further...look at some of the other information I have shared here at Permies on foundations, construction, and the related...
Good luck,
j