You need to try to USE it exclusively, then test for an error condition.
Something like this. This code assumes that you don't have the file open
already on your workstation.

lcWasOnErr = ON("ERROR")
llOpenByAnother = .F.
ON ERROR llOpenByAnother = .T.
USE thefile.dbf EXCLUSIVE
IF llOpenByAnother = .T.
*--File was open by someone else.
ELSE
*--File is available for exclusive use.
ENDIF
USE IN thefile
ON ERROR &lcWasOnErr.

HTH
-Matt