I am using visual studio 2010 and I am having a .DWG file which I want to open in autocad. Till now I have used this.
Process p = new Process(); ProcessStart
I doubt you will be able to do this unless AutoCAD has an API that you can hook into and ask it to close the file for you.
Your c# app can only do things to the process (acad.exe) , it doesn't have access to the internal operations of that process.