IComponentSyncModel model = FileSystemResourcesPlugin.getComponentSyncModel();
if (model.getLocalSynchronizationManager().isShared(workspace.getResolvedWorkspace(), component)) {

 // component is loaded
}

To hook a listener to know when components are loaded/unloaded (in case you need to respond to these events)
ILocalSynchronizationManager mgr = FileSystemResourcesPlugin.getComponentSyncModel().getLocalSynchronizationManager();
mgr.addGenericListener(ILocalSynchronizationManager.LOADED_COMPONENTS, fSharedComponentsListener);

For your second question, it's important to note that a given component could be loaded in multiple sandboxes.
To get the list of sandboxes you would first get the IWorkspaceConnection for the workspace in question, then call:

Collection<ISandbox> sandboxes = FileSystemCore.getSharingManager().getSandboxes(new ConfigurationFacade(workspaceConnection, component), monitor);