I think the best way is, whatever you would like to share, you firstly make it a symbol and save it to common library which is updated live. If you want to update a symbol, again save it with the same name and it will overwrite the last one. I don't Know if this works on a network, or if you need to make any changes first.
And, to save it all as one, i think you should save your objects either in common library, or your computer, depending the file size, and allow each other to have access to them and use them. For the last one, you may also find the export and import options useful, as to communicate with your colleagues files. I believe it's easy to save your file as a png and let your colleague to just import it to his/er document.
There is also the "share my screen" option which is going to allow to you to share your computer screen on the web.
If you are working with Dreamweaver as well as Fireworks, there is feature that enables a team to check files in and out to keep track of updates. If you look at the top right of the document window in FW, you'll see an up and down arrow icon. This icon is called the File Transfer icon. You can use it if your document resides in a Dreamweaver site folder and the site has access to a remote server. For Fireworks to recognize the folder as a site, use the Manage Site dialog box in Dreamweaver to define the target folder (or a containing folder) as a site's local root folder.
Note: Before using check-in and check-out options in Fireworks, select the Enable File Check In And Check Out option for the Dreamweaver site in which the document resides.
Get - Copies the remote version of the file to the local site, overwriting the local file with the remote copy.
Check Out - Checks the file out, overwriting the local file with the remote copy.
Put - Copies the local version of the file to the remote site, overwriting the remote file with the local copy.
Check In - Checks the local file in, overwriting the remote file with the local copy.
Undo Check Out - Undoes Check Out of the local file and checks it in, overwriting the local file with the remote copy.