Is co worker only kolega z pracy? Because colleague is a coworker in most cases?
Frankly, a better translation of 'kolega' is actually 'friend', as English doesn't make the distinctions that Polish does... 'kolega' is just not one of your closest friends.
It's the Instrumental of "mój". As "to be" needs a noun phrase to be in Instrumental, "mój" has to adapt and "mój kolega" turns into "moim kolegą".
Both ‘you are’ & ‘are you’ are normal English versions of the same question, with the voice-uptick at the end. Reported.