Is it okay for a reviewer to share an under review manuscript with their colleagues?

Do not share this manuscript.

It is one thing for you to solicit input, under an agreement of confidentiality, when you recognize there is another expert who can help with the review.

It is totally different when someone demands that you share it, not because you are getting help with the review, but for their own edification. The manuscript is confidential. Keep it that way!

Echoing the other answers: NO, "sharing" is not ok, especially with people whose interest is manifestly acquisition of information, rather than helping you give an expert review. Obviously. For that matter, this episode should cause you to seriously question the morality/ethics of the people who tried to bully you into "sharing". They are cheaters... sorry. Yes, we all have to learn how to "get along" with cheaters, but/and it is important to know who they are, ... and now you know, sadly. My sympathies.

Sharing articles like this does happen, sometimes it's fine, but it probably happens more than it should. If in doubt, the simplest course of action in this situation is to get in touch with the editor for whom you are carrying out the review. Ask them if they are happy with you sharing the manuscript, or selected details from it, within your research group. You then don't have to shoulder the blame if the answer is "no", you can just blame the editor.

Note that some journals provide specific guidance. The instructions for a review I carried out recently included this:

[I]f you are planning to get help with your report from a colleague (e.g., as a way of providing mentorship and training with reviewing), we do ask that you keep any such consultation to a small number of people (1 or 2) to respect the confidentiality of the review process. On rare occasions you may also want to consult with a colleague outside your group to gather additional input, and in such situations please contact us beforehand to verify that there would not be a conflict. When you submit your review, we will give you an opportunity to acknowledge anyone who did assist you to give them credit for their contribution.