The whole point of any file system is to abstract the physical disk sectors and provide you a higher level abstraction (called files). So the answer to "Is it possible to retrieve the physical location" should be no! (in general); some code might even move the sectors of a file (e.g. a disk defragmenter and you could imagine it is running concurrently with your program, even if that is not recommended..)
For more, read wikipages on file systems and files, then read a good book such as Operating systems: Three Easy Pieces
Notice that by using files, you are expecting that your program behave similarly after having moved a file system into a different disk, provided the file paths, contents, and metadata remain the same. In particular, you could have two external USB disks enclosures with different geometries or capacities having the same file contents (perhaps even in different file systems, e.g. VFAT on one and NTFS on another), and you then expect your program to behave identically when accessing such files (in the first box or the second one). Whatever box is plugged, your program would (for example) access the same F:\MyDir\MyFile.dat file. As file systems, both boxes would appear identical. At the physical sector level, data would be organized very differently.
BTW, the physical organization of files inside a file system varies greatly from one file system to another one. You could use some Ext3 file system on your machine (since there are Ext3 drivers for Windows) - and that is actually useful to share some data between Linux & Windows on a dual boot PC -, and the file organization is different from a FAT one or a NTFS one.
You might get some way to query the kernel to get the actual physical sector location. But I am not sure it works for all file systems (what would be the meaning of a sector location for some remote NFS one). And that information could be stale before your program get it (e.g. if some defragmenter is working in parallel). Also, other processes could access and modify the same file system at the same time (so that meta data -e.g. the sector location- would be obsolete by the time your process is scheduled to run again).
On Windows and on Unix like systems, file system code runs in the kernel. And other processes could use that same code (and the same file system) while your process is not running. Both Windows and Unix have preemptive scheduling, so you have no guarantee that your process runs again in user mode before some other process is using the same file system.
Remember that in practice, your file data often stays in the page cache. And that is why you might not hear your disk working -if you still have a rotating hard disk- when accessing the same file several times in a row (e.g. running the same program on the same file twice, a few seconds apart; usually the second run is keeping the disk silent, because the file data is already in RAM).
In a comment you mention that you want
To watch the data of the file and for example see what happens to the data when it gets deleted or modified.
but that should work at the file system level. Linux has inotify(7) facilities for that (they work on most local file systems, e.g. Ext4 or BTRFS, but not on remote file systems à la nfs(5), and neither on pseudo file systems à la proc(5)). I don't know if Windows has something similar to Linux inotify (but probably yes, at least in some cases).
You probably should consider using some database (maybe as simple as sqlite), and perhaps you want ACID properties (then use some real RDBMS like PostGreSQL). With PostGreSQL you might use TRIGGERs to be aware that some data changed, even if some other program changes the same database.
You could also do some file locking, and adopt the convention that every program accessing your particular file should lock it appropriately.
