The two haven't interacted in game but the two first interacted in the past. Collei isn't yet to be seen in the game nor Amber hasn't mentioned her yet in the present. But the two did interact in the manga, which is canon. The events of the manga took places before the presents timeline in the game.
Collei arrived into Mondstadt unnoticed.
Due to the recent attack, Amber and Kaeya are sent to investigate. While investigating, Amber sees Collei looking at a statue with anger, and questions her on what she is doing out so late at night. Collei is impatient and tries to convince Amber to let her be, but Amber doesn't stop. Collei then lies and tells her she is searching for something, so Amber decides to help her find whatever she is looking for.
While dragging Collei around, Amber decides to fly with Collei and see if she can see what she is looking for. Upon landing, Amber meets Jean, the Acting Grand Master of the Knights of Favonius and Lisa, the librarian of the Knights of Favonius, who invites Amber to share her intel, and then proposing to go to the library. At first, Amber did not want to go for she had no intel on hand, but Collei knew that what she was looking for could be in the library, convincing Amber to go and bring her along.
While Amber suddenly leaves to go look for an important clue and Lisa goes to find Diluc, Collei takes the scroll which describes what she needs for her revenge, but she soon realizes that she can't read the scroll. At that moment, Kaeya appears in front of her and starts questioning her on why she has the scroll, and what she is doing there. Amber comes back from her small adventure and stops Kaeya from questioning Collei any further.
With their new intel, both Collei and Amber go look for suspicious Fatui devices. At the same time, that was also the day of Ludi Harpastum, so Amber decides to bring Collei to the festival.
During one of the attractions, Collei is chosen as a volunteer, and is enclosed in a wooden box. As Amber opens the box, Collei realizes that Mondstadt is not a dangerous place; it is a place where you are free to be happy, to smile, to cry, and be whoever you want to.
Kaeya starts realizing that Collei might be the culprit of the recent attack. He distracts Amber by telling her that they have found other Fatui devices, sending her off and allowing Kaeya to approach Collei. Amber then finds Collei fighting Kaeya and stops the two, taking Collei with her and running away.
Collei thinks that now Amber hates her, but on the contrary, Amber thinks that she is at least trying to right her wrongs. Amber then tells her that they have decoded the papers and can help Collei find what she needs. After they return to Lisa, she tells them that she has contacted her teacher from her time at Sumeru Academia to see if he knows someone who can aid Collei. The one who answers Lisa's call is Cyno, and he takes Collei and Amber to Starsnatch Cliff in the morning to put Collei's Archon Residue in a dormant state, finally allowing her to turn over a new leaf.
However, just as Amber and Collei are happily celebrating, Barnabas finds Collei, and is ready to take her away. Amber refuses to give Collei away and fights Barnabas, while attempting to protect Collei with a shield at the same time. Collei, wanting to protect Amber, thrusts herself at Amber when her shield breaks. Collei asks Amber not to protect her anymore, instead focus on fighting Barnabas. Amber, with Collei's encouragement, defeats Barnabas.
After recovering, Collei visits Lisa and asks her to learn how to write. She writes a letter to Amber revealing that she will go with Cyno to Sumeru to study. She also apologizes for not being able to say goodbye to Amber personally and thanks her friend for making Mondstadt so fun for her.
Collber isn't that popular among the Genshin Impact fandom as Collei is from the Genshin Impact manga. Despite Amber and Collei with their interactions in the manga, the Genshin Impact fandom did noticed the friendship between the two. As yet, some also ships the two romantically making that. Some people are confused about Collei's gender as the ship can also be seen as a femslash ship or a het ship. But Collei is canonically a female and yet, there are quite some confusion from the Genshin Impact fandom still if Collei is a boy or a girl.