Sql Server is a multi user database by nature. Unless you have deliberately put the database into single user mode other users can connect to it.
The connection string defines how to find the Sql Server from your machine. So most likely you have to change the connection string to include the new server name. For info about connection strings, see: http://www.connectionstrings.com/sql-server-2008
Locking is a big area and the part you should take care of in the beginning is transactions. Locking is handled automatically for you. Have a look at this http://en.wikipedia.org/wiki/ACID_transactions
]. That would give some basic info about transaction handling.