The libname in that demo has a macro variable path that should point to something useful. When you don't have anything like C: or // or \\ in the beginning of the path of the library, SAS will assume that you want it in the default path.
The default path differs with what product you are using. But most likely SAS will look in the wrong place for your file.
So, find the file and use that folder path.
NB! Make sure that the SAS server can see that path. So, if you run SAS on the server, then SAS will not see your local disk. So, do not use C: or similar if the server is not on the same computer.