You can forward any email, just like you would from another email client. 

You can forward a specific email within the email conversation, or you can forward the entire conversation by choosing the icon next to your reply.

If you forward an email, it will automatically be split into a new conversation.

When you do this, an activity event inside the email conversation will let you know this has occurred. You will be able to click the link from this activity, which will open the new email conversation in a new browser tab.

Best Practice Tip:  
Instead of forwarding an email to your colleague, have you tried adding a comment and @mentioning?  By @ mentioning your colleague on a comment, you can bring that colleague or colleagues into the conversation and ensure that the conversation you are having internally will remain internal.