If the Windows app is done working with the file it should be closed instantly, because presumably they closed their file handles. There is no delay in time to unlock a file after a file close operation.
If a program forgets to close their file handles though, but ends, Windows will free it for them (just not instantly). Usually it's not long but it can be any amount of time, I haven't seen it take longer than a couple seconds. But proper cleanup should be done to avoid it being locked.
It's also worth mentioning that not all programs open files in a locked way. They can open file specifying what type of access they'd like to give other processes, and they can also lock portions of the file. They may open the file with full read/write permissions to other processes.
If you have no control over the process that is not closing its file handles, but you need to execute it, you could write some kind of loop to keep trying the file for a few seconds.