My advisor shared my unpublished/ongoing work with another student without notice My work has been rejected from a conference. I am working on it to get accepted. As the conference is annually occurred, I think at least 6 or more months will be required to make another submission. 
However, I just noticed that my advisor shared my work with another student without notice. The other PhD student asked me how to apply my method into his project, which I was pondering for one of my next action items.

I am upset about my advisor, because he barely provided feedback on how to improve the outcomes. He does not copy his discussion with another student. 
I felt like he just tried to share my ideas to have more publication.

I understood that students should discuss and collaborate each other to improve research. According to another student's email, he does not seem to have any intention for collaboration. He just mentioned that he read my draft of paper and considered applicable to his research, so he just wants to know the implementation details.

I understand the value of collaboration. However, I am not sure if another student and I are supposed to work together, since my advisor did not inform anything about discussion with this student. The other student does not seem to have any intention of collaboration.

Should I just talk to my advisor not to share my undergoing work without any notice and inquire if I am supposed to collaborate or not?
There are two things that you need to address here: your advisor sharing your work with the other student, and the other student's request.

Regarding your advisor sharing your work, you should talk to your advisor about this but do NOT express anger. S/he was probably doing what they thought was best and did not realize it would upset you, and it is VERY important to keep a good relationship with your advisor, so I wouldn't start a fight over this. Just a simple "I appreciate this opportunity to help them with my methods, but I would appreciate it if in the future you would check with me first before showing my drafts to someone." or something similar. Keep it low-key, do not go in angry or expecting an apology, just express your preference for how situations like this should be handled in the future.

Regarding the second situation with the other student -- ask them if they'd like you as a collaborator on their paper! It's never too early to start working collaboratively!