Beautiful scenery and historic places abound, around Colico and the whole Lake Como of course. Here is a very partial list of webpages with various destinations, many of which contain links to even more possibilities:
Tour of Colico (and here a shorter version)
Villatico and its Mills path
Abbazia di Piona
Hiking around Colico: 20 best hikes according to kamoot.com
Hiking mount Legnone, and mount Legnoncino
Cascata (Fall) del Chengen
Sentiero del viandante Colico – Dervio
Trail running around Colico
Val Chiavenna: various hikes, more hikes (from komoot). More hikes here.
Escursione verso la piccola e suggestiva Chiesa di San Fedele, sul lago di Novate Mezzola, Google maps here.
Via Spluga e le vie del viandante.