The above statement is false.
Well, it generally depends on the situation. If you and your co worker are alone in that work place then you may go ahead and tell him or her what wrong they did or help them out in their mistake.
But if your boss is also there or some more co workers, your co worker might feel ashamed in front of them and demeaned so it is better to write it on a piece of paper and tell them afterwards when you guys are alone.