os backups and locked files

can I ask a very beginner level question on OS level backups, is the OS level backup on windows servers and the actual file system data i.e. word docxs, xlsx the same job? Or do you have to use speciliased software to backup the OS? What makes me wonder is you often need a separate job for some software such as exchange, sql, as the databases are locked, but I would have thought some OS type files are also locked so I wondered how the backup software handles that, or if its typically 2 jobs that split the 2.