What didn't you understand?
If you look at the best translation at the top of this discussion, you will see basically a word for word translation.
Being "venha" a subjunctive conjugation, because "pedir que" demands a subjunctive conjugation.
And "conosco" the contraction of "com + nós". It's mandatory.
Is this sort of pedir que construction very common or is it just here because it goes with the grammar? In English, we'd probably just say please join us, or please cone with us. If we're indulging in being alittle dramatic, we might say we're begging you to come with us. But it's not something you hear often. Is it the same in Portuguese?
Another example of a Duolinguese version of English. Technically it is not incorrect. Chronologically, it is about 200 years late. Jump forward 200 years Duolingo and give "We are asking you to come with us" as the correct answer. Interestingly, this use of this construction would work even in the 21st century with the verb "request'. It would not sound totally archaic to say "We request that you come with us". It would just sound a little stilted.