One of the "learning outcomes" of PhD studies is to be able to critically evaluate a piece of work (for correctness and significance). Further, PhD students are expected to learn to conduct a proper peer review.
Under that aspect is it okay to disclose the paper you are asked to review to your group to get feedback on how to improve your peer review? The same goes for professors so that their PhDs can learn how to become better in writing / conducting reviews.
On what scale is this okay and not okay? 1o1 with a student and the supervisor? Within a group? A department (in a journal club style perhaps)? [If none, how do you learn this efficiently?]