"Peter and Neha have to work together."
Translation:पीटर और नेहा को साथ में काम करना है ।
साथ probably started out as a noun meaning 'togetherness'. So, you need the में to make it into an adverb.
In colloquial speech, साथ can be used by itself as an adverb though.
You also have साथ-साथ which, when used as an adverb also means together/side-by-side.
(When used as a postposition though के साथ-साथ means 'in addition to' )