dear sir,

would u please tell me that please, do come is a correct sentence or not.
Are you asking if "Please, do come" is correct?

You are missing a word after come in normal conversation. (Please) Do come in, Do come here. You might hear it in a headmasters office/doctor's etc where it is an order rather thana request and there speaker see themself as superior. Generally I would add that other word.
Anonymousdear sir,
would u Would you please tell me that whether "Please, do come" is a correct sentence or not.
It is correct, but of limited use. It's a rather formal way of giving encouragement to attend an event, I'd say.

-- We're having a party tomorrow night, and you're invited! Can you come?

-- I don't know. I have so many other obligations.
-- Please, do come.
-- Well, all right.

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Could you please post here the sentence you want to be checked? In case,
if it's buried in your question, then could you please extract it to a separate
distinguishable sentence?
 Dave Phillips's reply was promoted to an answer.
 CalifJim's reply was promoted to an answer.
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I hadn't thought of the phrase that way CJ.

Yes it works - I just don't get invited to the same sort of parties I guess.

Difference between Kinston-upon-Thames and LA I guess.