Where to report violations

Hey everyone, I've been increasingly fed up with my work lately, and today while I was talking with coworker, I brought up pay. My manager who was in the other room said it's company policy not to talk about pay with coworkers, and if i had a problem with pay i need to talk to HR and/or the store manager. I want to know if anyone knows where I'd go to report this. If it helps at all, I'm in Colorado in the US. Thank you guys