Should I delete the indecent pictures and videos belonging to my colleague from the work computer, or should I stop working without giving a reason?

You must delete the indecent pictures from the work computer if that does not result in corruption or harm. However, if harm is feared, then you are not obligated to delete them. It is desirable to change what is wrong (munkar), even if the one changing it incurs harm. The original principle is to conceal the man and these women.