There are a few options. The layer in the map stores a 'path' to the data. If the data you are using is accessible to everyone on the network, building the map using UNC network paths would be a simple way to go.
Converting local drive paths to UNC paths—Publisher | ArcGIS Desktop
If data is not accessible through a network, you could use publisher to package the PMF. This creates a folder with the PMF file and all the data needed to view it. Then copy the package folder over to the the co workers machine.
