No, they can't?!
Or how are you supposed to do?

I had a leader that was a builder.
I had a worker building a world wonder.
It was a few years left, so I tried putting another worker on the same tile to help out.
And I didn't see any button or option to help building it to speed up the work.

What am I missing?

Can't try again sadly, RIP young leader ;D

Oh, that could have been made more obvious, but good to know, thanks :)