Peer-Review dispatch by Professor
Without making it known to the journal that he is not actually writing the review it is (usually, as far as I know) not supposed to be like this.

Here is one example, a quote from the PLOS One reviewer's guidelines:


  Confidentiality
  
  Reviewers are required to treat all submitted manuscripts in strict
  confidence and should not share information about submissions with any
  other parties unless previously agreed with the editor. The
  involvement of a third party in the review must be declared at the
  time of the submission of the review.


If you ask the editor before you are sharing the publication with someone else, it can be okay. I have been "co-reviewing" with someone else (not my supervisor at that time), which was known to the editor and our names were both attached to the review.