Thanks for asking!
Whenever you share your Collection with another person, they will be able to view, comment, share, and add documents to the files in it (according to the permissions granted). However, the permissions granted for the videos within the Collection do not extend to the Collection itself.
Since it is your Collection, you'll make the decision on which videos are included. When your colleague shares a video with you, you'll then be able to add it to the shared collection.