These are two different people speaking, the first person asks what is happening with his bid (proposal, offer to do work for money). The second person responds that he still has the bid with him, (it is still with me) and that he has to review it.
"Are you still with me" can be mental or physical. Your teacher wants to know if your mind is still with her mind, if you understand. It could also be used to ask if someone is physically still going with you or accompanying you.