In the FAQ it is stated:

"ERROR: Can't open file C:\WINDOWS\system32\..
This is normal, the files mentioned are locked by OS. nothing to worry about"

On my computer I get that error while scanning the WINDOWS folder in other locations as well (not system32 subfolder). Is it normal too?

depends on the filename, paste the protion fop your scan report

Here you go

-------------------------------------
Scan started: Wed Dec 06 16:08:32 2006

ERROR: Can't access file C:\WINDOWS\SchedLgU.Txt
ERROR: Can't access file C:\WINDOWS\WindowsUpdate.log

-- summary --
Known viruses: 80031
Engine version: 0.88.6
Scanned directories: 0
Scanned files: 113
Infected files: 0

Data scanned: 21.25 MB
Time: 44.219 sec (0 m 44 s)
--------------------------------------
Completed
--------------------------------------

Sometimes while scanning windows folder it says: "ERROR cannot create file C:\Documents and settings\user\local settings\.......",
or something like that, what is the meaning of this?

these files are locked by some windows processes

cannot create....
are displayed when scanning .msi files, you can safely ignore it, he was thinking to remove at all
the message to not scare users