In ordinary English? Never. Never. If appropriate. ;) I have heard interlocutor occasionally. I have never heard of collocutor. I don't know what either of them are. I suspect they may be jargon terms in certain areas. But generally, ordinary English speakers would have no idea what you are talking about if you use them.

Виталий, "interlocutor" and "collocutor" are terms that linguists or English professors use. For example, in my "Teaching English" class my professor used it; it was also seen in the book we used for class. It's fine if you use it around certain people though, such as your English professors, your classmates who are also studying English, or it's even fine if you use it in your English essays. However, don't use it with friends or the local...there's a high chance they don't know it, because everyday people don't use those words.