Do you come?
is an incomplete question which would lead the listener to wonder "Do you come what?"
Do you come here often?
would be a more complete question.
Are you coming?
is a complete question asking whether someone will join you in your travels.
The same applies in your next two sentences
Are you coming with me? (correct)
Do you come with me. (incorrect)
However, if you change "do" to "will"
Will you come?
Will you come with me?
you will have two correct questions with what you possibly intended in your original meaning.