For deleting the files, you can first try to ren (rename) the file. ren will set ERRORLEVEL to 1 if the file is locked.
@echo OFF
:: Delete all files, but exit if a file is locked.
for %%F in (*.*) do (
    @echo Deleting %%F
    ren %%F tmp 2> nul
    if ERRORLEVEL 1 (
        @echo Cannot delete %%F, it is locked.
        exit /b 1
    )
    del tmp
)
I suspect you may be able to do the same thing for directories, but I can't seem to figure out how to get a directory locked so I can test. The following may work:
:: Remove all directories, but exit if one is locked.
FOR /D %%G in (*) DO (
    @echo Removing %%G
    ren %%G tmpdir 2> nul
    if ERRORLEVEL 1 (
        @echo Cannot remove %%G, it is locked
        exit /b 1
    )
    RD /s /q tmpdir
)