In recent versions of Vectorworks, a "Lock" file is created in the same location as a Vectorworks file whenever it is actively open locally or over a network. This is done to prevent multiple users from opening the file once one user has already opened it. This prevents saving over files on a network and helps reduce the risk of file corruption from user error. This file will not usually be present if the VWX file is not open in any copy of Vectorworks.
The .lck file will not normally be visible unless Finder is set to "Show All Files" (Mac) or if Explorer is set to "Show Hidden Files" (Windows) but if you do see it, there is no reason to be concerned.
Edited by JimW