Welcome to LQ!!
The easy answer could be that you are not in the "Desktop" directory when you run the command. Pathname and Filenames in Linux are:
relative---meaning from the current position
absolute---full pathname from /----eg: /home/username/Desktop/hello.c
For relative pathnames, you also have "..", meaning "up one"
So--if you are in the Desktop directory, and your file is in your home directory, you could access it using "../filename"