To copy locked DLLs or EXEs you can unlock them with the unlock program from the LXlite package.
To copy open files you can use the program ROBOSVUT.COM from the RoboSave package.
And last, if you don't have one of the tools mentioned above handy:
Use the TYPE command to copy an open text file:
type openFile >targetFile
(see Detach a program for an usage example; see also The BACKUP command)
Caution: Use this method only for ASCII files because TYPE interprets some ASCII codes!