I went to the familysearch site and could not find salto canavesse. I believe that is the correct name of the town. I then went on line, typed in salto canavesse and found the following:
The village of Salto Canavese belongs to the municipality of Cuorgnè, in the province of Torino, region Piemonte. The village must be so small it was not listed separately under those towns actually filmed by the Mormons. This is their toll free number. 1-866-406-1830 Ask specifically it this town was filmed. If so you can then find a family search center nearby where they will help you order whatever microfilm you need.
Naturalization papers: You need a date or a time period. What was filled out on his 1910 census. Their is usually a question covering this on the form. If he lived in Colorado the entire time until his death I would call the state to see if they have copies of naturalization records and if not, where would you find this information. You could also call Sopris, CO and speak to someone in vital records if you don't have a copy of his death certificate. They usually fill in the undertaker and burial place as part of the information.
I hope some of this is helpful.