According to InDesign Help, "libraries can be shared across servers, and across platforms, but only one person can have the library open at a time." This is true: InDesign won't normally let more than one person at a time open a library stored on a file server. But there's a workaround: just lock the library file.
On the Mac, select the library file in the Finder, choose File > Get Info, and click the Locked option. On Windows, right-click on the library file, choose Properties from the pop-up menu, and click the Read-only option.
Once you've done this, multiple users, even a mix of Windows and Macintosh users, can open the Library file simultaneously. Unfortunately, to make a change to the library you need to make sure no one else has it open, unlock it, open it in InDesign, make the desired change, and then lock the library once again.
(This multi-user limitation of Libraries is why I prefer to use Snippets instead of libraries in most situations. But that's topic for a future blog post.)