In Linux you can run
lsof and pipe it though
grep for the files you are interested in, for example;
$ lsof | grep db.exe | grep accounts
db.exe 16897 john 6uw REG 253,0 20012 3413872 /usr/recital100/qa/accounts.dbf
db.exe 16897 john 7u REG 253,0 4176 3413885 /usr/recital100/qa/accounts.dbx
If you want to check for locks you can use
lslk, for example;
$ lslk | grep db.exe | grep accounts
db.exe 16897 253,0 3413872 20012 w 0 0 0 12319 0 /usr/recital100/qa/accounts.dbf
If you don't have
lslk installed you can install it with one of the updaters, for example on redhat linux:
$ yum update lslk