gcc errors “No such file or directory”

Trying to compile a source code written in C.Location of the code is: C:\Users\Chris\Documents\prog\c\learn\GOODBYE.C

In CMD I typed the code: gcc goodbye.c -o goodbye

Got this error:

gcc: error: goodbye.c: No such file or directorygcc: fatal error: no input filescompilation terminated.

I wanted the output to be named goodbye.

How do I fix this?