I have few questions/suggestion, Is this the first time you are experiencing something like this , means were you able to run your app previously on the same Machine ?
Sometime Organization use security management app to enforce guidelines, hence if this is the case can you check with your security team.
Hope this helps
Terminate all running mendix instances, As per the error , Go to specific project location where database.lck file is generated.
Try to rename the database.lck file.
This will resolve your issue. you will be able to run the app after renaming it.