You can share your working document with other colleagues who are also using Mendeley. This allows them to add their own work and provide citations as necessary.
Anyone opening a working document which contains Mendeley citations will need to have Mendeley desktop installed and have any cited references present in their library. If they are missing a cited reference, they will be prompted to add the missing item.
You can avoid this situation when collaborating by only citing papers that are shared with a group of which all parties are members. Simply choose the appropriate group from the dropdown menu in the Citation Editor and ensure any papers you intend to cite are also added to this group.