For example I have a hg versioned project in this path: C:\src\sample_project
Now, lets this project have subfolders, and lets say I'm editing a file inside this project C:\src\sample_project\docs\index.rst
.
Having the path of this file C:\src\sample_project\docs\index.rst
what is the easiest and most effective way to check if the file is versioned by hg, by either using Windows shell commands, hg.exe or tortoise (thg.exe)?
What you stated is a way, but there is a cleaner one imo. You can use:
hg status -u
which lists all unknown (read: not tracked) files in your repository.