You only need to open the file exclusively if you are creating a Compound index (For Eg INDEX ON FieldName TAG MyTag)
However if you are creating an IDX index you can index it while it is shared. For example INDEX ON FieldName TO MyTmpIdx.
The Temporary Index File MyTmpIdx however cannot be opened my a second user.
On hte other hand if you want several users to share the same Index file it must be a Compound (CDX) index and this gets updated automatically when data changes. Also, you need to open the file only once EXCLUSIVELY during development to create the CDX file. After that you can open it in a shared mode and the CDX file will get updated automatically.