The file should be hosted with a copy of FileMaker Pro or FileMaker Server installed on the computer where the file is located. The file should be opened with Pro or Server on that machine and then other users use Open Remote to find and open the file.
If you have this file in a shared directory and users are attempting to open the file directly, they risk damaging your database file.
I thought that might be the issue. If I move it to another location, say my computer, must I always be logged in and have the Filemaker application open?
The file must be open in the host application before others can access the file.