There may be local/national options that apply, but in general, there isn't any automatic funding that comes with collaboration. It needs to be worked out and it might even require applying for a grant for funds.
Normally, however, collaborators in many fields bring their own funding. In a science that requires expensive equipment, that may be available to one or both or not at all, requiring searching for the funds. In something like math, where both parties are already employed, there is no funding necessary, just the willingness to spend the time and effort. Social sciences might be different if funds are needed for studies. Look for grant funding agencies as needed.
In your case, a student collaborating with a professor, it might be a bit different. The professor may already have some funding that isn't tightly tied to an existing project and might be able to supply you with some funding.
One of the first tasks in a collaboration might actually be finding the funds to let it continue. Perhaps finding some funding agency and making application. How that works depends on the agency. The professor would most likely need to be the PI for most sorts of funding.
You also need to work out between you what tasks you each need to do. Nothing can be assumed in general there either. It might even be necessary to talk about authorship order in some fields at the start of a joint work.