In recent years, with the rapid growth of edge data, the novel cloud-edge collaborative architecture has been proposed to compensate for the lack of data processing power of traditional cloud computing. On the other hand, on account of the increasing demand of the public for data privacy, federated learning has been proposed to compensate for the lack of security of traditional centralized machine learning. Deploying federated learning in cloud-edge collaborative architecture is widely considered to be a promising cyber infrastructure in the future. Although each cloud-edge collaboration and federated learning is hot research topic respectively at present, the discussion of deploying federated learning in cloud-edge collaborative architecture is still in its infancy and little research has been conducted. This article aims to fill the gap by providing a detailed description of the critical technologies, challenges, and applications of deploying federated learning in cloud-edge collaborative architecture, and providing guidance on future research directions.