In this class, external data files are typically read into R with read.csv(). If you want to simply type the name of the file as the first argument to this function then the working directory must be set to where that file exists. The working directory can be set with setwd() which requires the path to the directory as the first argument. This path may be long, difficult to type, and the type of “slashes” used depends on your operating system. Fortunately, RStudio provides an easy mechanism for setting the working directory.
The easiest way to set the working directory is to start a script and then save that script in the same directory that contains the data file. You can then use the Session, Set Working Directory, To Source File Location menu items to set the working directory with setwd(). It is best to copy this setwd() command into your script so that you do not have to interact with the menu when you run this script in the future. This method of setting the working directory is described in this R Tutorial video that describes how to load data into RStudio.
RStudio provides other options for setting the working directory under the Session, Set Working Directory menu items. The last of these, Choose Directory ..., will allow you to browse to a directory of your choice.