A CPR FLC TURNS OFF ITS ASSIGNED HDG ON THE JAZZZ 2 SID TOWARD HIGH TERRAIN NE OF SLC; UT.

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WE WERE CLRED THE JAZZZ 2 DEP VIA SLC VOR; J154; ROCK SPRINGS DIRECT SPW. AFTER DEP AND REACHING 6 MI N OF SLC VOR; WE TURNED TO JOIN J154 AS HOW OUR CLRNC; WE THOUGHT; WAS GIVEN. WE WERE TOLD WE HAD ENTERED AN AREA OF LOSS OF SEPARATION FROM TERRAIN. WE TURNED BACK TO OUR 340 DEG HDG AND THEN RECEIVED A VECTOR TO J154 AND A NUMBER TO CALL. COME TO FIND OUT; WE HAD NOT ENTERED THE AREA AFTER REVIEWING TAPES AND NO ACTION WAS TAKEN. THE PROB AROSE FROM INADEQUATE DEP PROC BRIEFING. WE LATER REALIZED THAT WE WERE TO WAIT PAST THE 6 DME FIX N OF SLC ON 340 DEG HDG AND WAIT FOR A VECTOR TO JOIN J154. OUR PREMATURE TURN PUT US CLOSE TO ENTERING THE LOSS OF TERRAIN SEPARATION AND ATC QUICKLY REALIZED IT; TURNING US BACK TO 340 DEGS. OTHER CONTRIBUTING FACTORS INCLUDED TURB AND ICING CONDITIONS; HIGH ELEVATION ARPT AND LOSS OF ENG PERFORMANCE; BUT MAINLY NOT REVIEWING THE SID PROPERLY. SUPPLEMENTAL INFO FROM ACN 456331: CONTRIBUTING FACTORS INCLUDED: POTENTIAL ICING; POOR VISIBILITY; LOSS OF ACFT PERFORMANCE WITH ANTI-ICE ON. BETTER REVIEW OF SID PROCS WILL PREVENT THIS FROM OCCURRING IN THE FUTURE.