In the Windows operating system files can be opened exclusively by programs. For example, when a program is writing data to a file it wants to make sure no other programs are reading or writing to the same file at the same time. This avoids corruption issues. Most Windows programs will lock files they are writing to or modifying. For example, Microsoft Outlook locks the outlook.pst while it is running. This stops backup programs from making a backup of the file. Windows itself locks a number of files, e.g. NTUSER.DAT, SAM.LOG, SYSTEM.LOG, etc.
SyncBackSE/Pro can copy these files under certain restrictions. See this page for details:
SyncBackFree, like most backup programs, cannot copy files that are open / locked, i.e. they are being used by another program or process. You must either filter the files or exclude the folder.
The following article explains how to find which program is using the file: