As for the plunder, an inscription was found that credits the construction to Vespasian's spoils of war. Given the timeline, the conflict he would've gotten spoils in is the putting down of the Great Jewish Revolt. Here is a news piece announcing this.

For slaves, I'm not aware of any source about the ethnicity of the slaves who built the Colosseum. It's a decent assumption--there were a lot of Jewish slaves, and it's my understanding that these sorts of things would've been built by slave labor (someone who's an expert in Roman things please correct me if I'm wrong). But there's no definitive record of which slaves built it.