In Colorado:

You are not required to tell the officer you are a permit holder, and technically there isn't supposed to be a database that tells them when they run your Driver's license(sometime they know, sometimes they don't), but! it is considered to be the courteous thing to do to inform them before they find out on their own. Other states(notably Utah) have different requirements as far as notification, including in some cases specific wording and actions that you are required to perform.

My policy has been to hand the CCW permit to the officer along with my DL, registration, and insurance card, and verbally tell him "I have a concealed carry permit, and I am(or am not, as applicable) armed. How would you like for me to proceed?" while keeping my hands in plain view. NEVER use the words gun or weapon, as the cop may revert to training, and react unfavorably. Usually, they will ask where you are carrying, and may choose to disarm you for the duration of the contact (within their rights), but usually they relax a bit, as they have some idea what kind of background checks you had to go through to get your permit, and you are unlikely to be a bad guy.