File -> close -> close and reopen selected parts will list the parts that are different on disk vs what you have in session. I don't remember there ever being a way to just highlight them.
You can add the "Modified" column in the assembly navigator, if it's not already on, and see which ones have changed there too.
actually, the Modified column doesn't get tagged if a component has been modified
by another user (I tested that in native mode, I don't have TC).
The Reopen command doesn't allow to list modified components unless the actual reopening
As I remember, in UG13 there was a command related to component filters that highlighted
in red the components modified on disk since opening, which was just a preview and didn't
perform any actual operation. It seems gone, though :-/
How can another user modify your part while it is in your session? Are you working on a network disk? And the file changed on disk? I would assume that NX itself also doesn't know the file has changed.
If you use the "reopen selected components" (as per my previous post), NX will compare the parts you have open in session vs what is stored on the disk; any that differ (whether you or someone else modified it) will be listed in the dialog box.