After you create a page for Horizon High School (Colorado), you can add a disambiguation tag to the top of the existing Horizon High School page, e.g.:
This article refers to the high school in Scottsdale, Arizona. For the high school in Thornton, Colorado, see Horizon High School (Colorado).
I'll create the page for you to work on and add that statement now. The page Wikipedia:Disambiguation explains Wikipedia's guidelines on resolving situations like schools with the same name in different states.