I have been to non-Muslim funerals a few times, but obviously I don't participate in any of the religious rituals. :)
I don't have a back-up to this Islamic statement but I heard this that it is sunnah to stand up in respect for any funeral be it that of any non-Muslim as it is a muslim's duty to be dutiful and behave kindly towards non-Muslims. Also many non-muslims eg Hindu's etc came to my family funerals and showed so much respect.
So its really nice of you to make the time to go for your co-worker. Be yourself, you could take some flowers, if they have any rituals in the church then move to back and at the end express your condolensces to your co-worker.
:)