I don't think the file is locked, it looks like the permissions on the target library are "out of order"
You can see which users have what permissions on the target library via Windows->Properties->Security on the target library folder - make sure the 'current' user account has full access to to the target library.
If that doesn't help could you post which version of Windows you are using and whether you are using Calibre 64 bit or 32bit
BR
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