ASE APCH CTLR/CIC DESCRIBED OPDEV WHEN ACFT BEING VECTORED FOR VIS APCH ENTERED ZDV'S AIRSPACE WITHOUT COORD.

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I WAS DIRECTED TO WORK A COMBINED RADAR POS AND BE CIC. THIS WAS DUE TO #1) LIMITED STAFFING; AND #2) TO ACCOMMODATE TRAINING IN GND CTL. WHILE WORKING RADAR; I WAS VECTORING ACFT X FOR A VISUAL APCH. THE ACFT WAS HDG 030 DEGS AND DSNDED TO 13000 FT MSL; APPROX 10 MI SW OF DBL VOR. AS CIC; I OVERHEARD BACKGND CONVERSATION CONCERNING LLWS. ABOUT THIS TIME; I ALSO HAD A VFR CESSNA CALL ME RELAYING THAT HE WAS CHANGING HIS DEST TO LXV. I INFORMED THE CESSNA THAT I HAD NO PRIOR INFO CONCERNING HIM. I TURNED TO THE LCL CTLR (TWR) AND ASKED ABOUT LLWS. THE LCL CTLR SAID 'YEAH; ACFT Y HAD LLWS.' I THEN TURNED TO THE GND CTLR/FLT DATA POS (WHERE TRAINING WAS TAKING PLACE); TO ENSURE THAT AN APPROPRIATE ATIS CONCERNING LLWS WAS BEING COMPLETED. AS I REFOCUSED MY ATTN TO RADAR; I SAW ACFT Y WHOM 'NOW' APPEARED ON BASE LEG. I HAD PREVIOUSLY OBSERVED HIM GO INTO COAST ON SHORT FINAL AND I THOUGHT HE HAD LANDED. I COULDN'T BELIEVE MY EYES AND I SAID TO THE LCL CTLR 'WHAT'S ACFT Y DOING ON BASE LEG? I THOUGHT HE HAD LANDED.' IT WAS AT THIS TIME THAT THE LCL CTLR (VERY LITTLE EXPERIENCE) TOLD ME THAT IT WAS ACFT Y WHO HAD 'GONE AROUND' AS THE RESULT OF AN ONBOARD WINDSHEAR ALERT. UNTIL THIS POINT; AND HAVING TO ASK SEVERAL QUESTIONS OF BOTH LCL CTL AND GND CTL; I THOUGHT THE INITIAL LLWS RPT WAS FROM A PREVIOUS ACFT Z DEP. AS I ASKED FURTHER QUESTIONS; I BEGAN TO REALIZE THAT ACFT Y'S GAR MIGHT HAVE FALLEN INTO THE CATEGORY OF WHAT WOULD BE CONSIDERED AN 'UNUSUAL GAR;' WHICH WOULD WARRANT A 'Q' (QUALITY ASSURANCE) ENTRY ON THE DAILY FACILITY LOG AND; SUBSEQUENT RPTING PROCS. IN MY IMMEDIATE ATTEMPT TO COMPLY WITH THESE RPTING PROCS (A SPECIAL INTEREST ITEM HERE IN THE PAST); GAIN ALL THE FACTS; AND NOTIFY THE AIR TFC MGR (ATM) VIA THE CAB PHONE (TO VALIDATE THE QUALITY ASSURANCE NECESSITY OF THE LOG ENTRY); I NEGLECTED TO NOTICE THAT ACFT X HAD ENTERED ZDV'S AIRSPACE (THE EAGLE SHELF) APPROX 7 MI N OF DBL VOR. I IMMEDIATELY CALLED SECTOR 6 FOR AN AFTER-THE-FACT POINTOUT. I NOTICED THAT ACFT X WAS GOING IN AND OUT OF COAST DUE TO HIS POS AND ALT (STILL AT THE APPROPRIATE MVA). I TOLD ACFT X TO TURN R HDG 180 DEGS; THEN LATER TO PROCEED DIRECT DBL VOR. I THEN TOLD ACFT X TO TURN R HDG 210 DEGS AND RPT ASE IN SIGHT. ACFT X RPTED ASE IN SIGHT AND I SUBSEQUENTLY CLRED HIM FOR A VISUAL APCH. I COMPILED MY NERVES AND THOUGHTS; AND ASKED GND CTL TO TERMINATE TRAINING AND RELIEVE ME SO I COULD RPT THE POSSIBLE OPDEV TO THE ATM. CONTRIBUTING FACTORS/CORRECTIVE ACTIONS: THE RADAR POS SHOULD NOT HAVE TO BE COMBINED WITH CIC AS THIS PUTS THE RADAR CTLR IN A SAFETY COMPROMISING SITUATION AS THEY HAVE TO #1) WORK THEIR RADAR POS AND; #2) TRY TO OVERSEE THE OVERALL OP OF THE TWR AT THE SAME TIME. THIS HAPPENS AS THE DIRECT RESULT OF TRYING TO ACCOMPLISH TRAINING (PRESSURE BY MGMNT) WITH A LOW STAFFING LEVEL. CORRECTIVE ACTION: HAVE A STANDALONE CIC WHOSE DUTIES OVERSEE THE TWR OP SO THE RADAR CTLR CAN STAY FOCUSED ON THEIR POS.