Sorry if Im not following - I tried:

Include("C:\Users\JHerron\My_Documents\My_Documents/
Personal\DFS/NHL\Julia/code_for_Github.jl") aas shown below and got *ERROR: 
syntax: invalid escape sequence*

include("C://Users//JHerron//My_Documents//My_Documents//Personal//DFS//NHL//Julia//Code_for_Github.jl")
 
and got *ERROR: could not open file 
C:/Users/JHerron/My_Documents/My_Documents/Personal/DFS/NHL/Julia/code_for_Github.jl
 
in include at boot.jl:261 in include_from_node1 at loading.jl:320*

On Friday, August 19, 2016 at 12:53:46 PM UTC-4, Jeffrey Sarnoff wrote:
>
> change all the forward slashes to back slashes (or double all the forward 
> slashes) in the filepaths in code_for_Github.jl
> and when use include e.g.
> C:\Users\JHerron\My_Documents\My_Documents/Personal\DFS/NHL\Julia/code_
> for_Github.jl
>
> On Fri, Aug 19, 2016 at 12:47 PM, Pigskin Ablanket <[email protected] 
> <javascript:>> wrote:
>
>> Thank you so much -- Ok - getting close.  I made the changes as discussed:
>>
>> "C:/Users/JHerron/My_Documents/My_Documents/Personal/DFS/NHL/Julia/example_goalies.csv"
>>  
>> etc (goalies, skaters and output).
>>
>> I ran as follows:
>> Julia> 
>> include("C:/Users/JHerron/My_Documents/My_Documents/Personal/DFS/NHL/Julia/code_for_Github.jl")
>>
>> and got back....  ERROR: could not open file 
>> C:/Users/JHerron/My_Documents/My_Documents/Personal/DFS/NHL/Julia/code_for_Github.jl
>>  
>> in include at boot.jl:261 in include_from_node1 at loading.jl:320
>>
>>
>> On Friday, August 19, 2016 at 11:56:14 AM UTC-4, Jeffrey Sarnoff wrote:
>>>
>>> ok -- I got it started.
>>>
>>> Because that github is not set up as a Julia package, you can put the 
>>> files (the .jl and the .csv files) anyplace that is handy, and you need to 
>>> edit the .jl file so that path_skaters, path_goalies, and path_to_output 
>>> all include the full directory path [e.g. (replace the dots) path_skaters = 
>>> "C:/Users/../example_skaters.csv"].  
>>> then to run it, 
>>> julia> include("C:/Users/../codefile.jl") # replace the dots and 
>>> 'codefile'
>>>
>>>
>>> On Friday, August 19, 2016 at 11:36:31 AM UTC-4, Jeffrey Sarnoff wrote:
>>>>
>>>> hold on -- its not open()
>>>>
>>>> On Fri, Aug 19, 2016 at 11:35 AM, Pigskin Ablanket <
>>>> [email protected]> wrote:
>>>>
>>>>> I get a different error now.  Open("code_for_github.jl") returns *ERROR: 
>>>>> UndefVarError: Open not defined*
>>>>>
>>>>>
>>>>> On Friday, August 19, 2016 at 11:15:05 AM UTC-4, Jeffrey Sarnoff wrote:
>>>>>>
>>>>>> you probably should run it -- and not expect that to make any 
>>>>>> difference with your difficulty (which is either a matter of 
>>>>>> installation 
>>>>>> or, more likely, the permissions associated with your windows account 
>>>>>> [and 
>>>>>> you may need to work that out with work])
>>>>>>
>>>>>> On Friday, August 19, 2016 at 10:56:39 AM UTC-4, Pigskin Ablanket 
>>>>>> wrote:
>>>>>>>
>>>>>>> Ok, so it showed me the following:
>>>>>>> C:\Users\Name\AppData\Local\Julia-0.4.6
>>>>>>>
>>>>>>> Should I still run the update?
>>>>>>>
>>>>>>> On Friday, August 19, 2016 at 10:48:41 AM UTC-4, Jeffrey Sarnoff 
>>>>>>> wrote:
>>>>>>>>
>>>>>>>> on a Win7 system running Julia (v0.5rc2, but that should not 
>>>>>>>> matter).
>>>>>>>>
>>>>>>>>
>>>>>>>> julia> run(`cmd`)
>>>>>>>> Microsoft Windows ... 
>>>>>>>>
>>>>>>>> # this is the directory from which Julia is being run (if you see 
>>>>>>>> it_
>>>>>>>> C:\Users\Jeff\AppData\Local\Julia-0.5.0-rc2>ls
>>>>>>>> LICENSE.md  Uninstall.exe  bin  etc  include  julia.lnk  lib 
>>>>>>>>  libexec  share
>>>>>>>>
>>>>>>>> # type exit() to get back to julia
>>>>>>>> C:\Users\Jeff\AppData\Local\Julia-0.5.0-rc2>exit()
>>>>>>>>
>>>>>>>>
>>>>>>>> julia>
>>>>>>>>
>>>>>>>>
>>>>>>>>
>>>>>>>> if you cannot do 
>>>>>>>> run(`cmd`) 
>>>>>>>> on a windows machine then the System Administrator needs to 
>>>>>>>> reinstall or otherwise fix it
>>>>>>>> also, just for fun.. run Pkg.update()
>>>>>>>>
>>>>>>>>
>>>>>>>> On Friday, August 19, 2016 at 10:16:22 AM UTC-4, Pigskin Ablanket 
>>>>>>>> wrote:
>>>>>>>>>
>>>>>>>>> Julia Version 0.4.6
>>>>>>>>> Commit 2e358ce (2016-06-19 17:16 UTC)
>>>>>>>>> Platform Info:
>>>>>>>>> -- System: windows (x86_64-w64-mingw32)
>>>>>>>>> -- CPU: Intel(R) Core (TM) i5-4310U CPU @ 2.00GHz
>>>>>>>>> -- Word_Size: 64
>>>>>>>>> -- BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY Haswell)
>>>>>>>>> -- LAPACK: libopenblas64_
>>>>>>>>> -- LIBM: libopenlibm
>>>>>>>>> -- LLUM: libLLUM-3.3
>>>>>>>>>
>>>>>>>>> Its work computer
>>>>>>>>>
>>>>>>>>> On Friday, August 19, 2016 at 10:04:20 AM UTC-4, Jeffrey Sarnoff 
>>>>>>>>> wrote:
>>>>>>>>>>
>>>>>>>>>> Please show me
>>>>>>>>>> julia> versioninfo()
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>> On Friday, August 19, 2016 at 10:02:36 AM UTC-4, Pigskin Ablanket 
>>>>>>>>>> wrote:
>>>>>>>>>>>
>>>>>>>>>>> I get the same error:  
>>>>>>>>>>> Julia>run(`pwd`)   what I tried to execute
>>>>>>>>>>> ERROR: could not spawn `pwd`: no such file or directory (ENOENT) 
>>>>>>>>>>> in _jl_spawn at process.jl:262
>>>>>>>>>>>
>>>>>>>>>>> I am attaching a screen shot
>>>>>>>>>>>
>>>>>>>>>>> On Friday, August 19, 2016 at 9:35:12 AM UTC-4, Jeffrey Sarnoff 
>>>>>>>>>>> wrote:
>>>>>>>>>>>>
>>>>>>>>>>>> what do you see with this (in Julia, note the backtics are not 
>>>>>>>>>>>> single quotes)
>>>>>>>>>>>> julia> run(`pwd`)
>>>>>>>>>>>>
>>>>>>>>>>>> On Friday, August 19, 2016 at 8:41:51 AM UTC-4, Pigskin 
>>>>>>>>>>>> Ablanket wrote:
>>>>>>>>>>>>>
>>>>>>>>>>>>> Ok - This makes sense to me.......but:
>>>>>>>>>>>>>
>>>>>>>>>>>>> When I proceeded with julia>;pwd this is the response I got: 
>>>>>>>>>>>>> Error: could not spawn `pwd`: no such file or directory (ENOENT) 
>>>>>>>>>>>>> in 
>>>>>>>>>>>>> _jl_spawn at process.jl:262
>>>>>>>>>>>>>
>>>>>>>>>>>>> No idea what that means :(
>>>>>>>>>>>>>
>>>>>>>>>>>>> Once again - feel like my questions are probably introductory, 
>>>>>>>>>>>>> and I appreciate your time.
>>>>>>>>>>>>>
>>>>>>>>>>>>> The actual name of the code I am trying to open is titled 
>>>>>>>>>>>>> "Code_for_Github.jl"
>>>>>>>>>>>>>
>>>>>>>>>>>>>
>>>>>>>>>>>>>
>>>>>>>>>>>>> On Friday, August 19, 2016 at 6:26:20 AM UTC-4, Ayush Pandey 
>>>>>>>>>>>>> wrote:
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> Hello there,
>>>>>>>>>>>>>> I think you need to change to the directory where your file 
>>>>>>>>>>>>>> is present.
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> You can try to use command line within julia like:
>>>>>>>>>>>>>> julia > ;pwd                 #Check your present working 
>>>>>>>>>>>>>> directory
>>>>>>>>>>>>>> julia> ;cd /path_to_the_directory_where_your_file_is_present
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> OR 
>>>>>>>>>>>>>> try to give the absolute path of the directory (Assume your 
>>>>>>>>>>>>>> file is present in home directory on linux)
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> julia>open("/home/Filename.jl")
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> I hope it helps :)
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> *Yours Sincerely,*
>>>>>>>>>>>>>> *Ayush Pandey*     * <https://github.com/Ayush-iitkgp>    *
>>>>>>>>>>>>>> ayush-iitkgp.github.io/
>>>>>>>>>>>>>>
>>>>>>>>>>>>>> On Fri, Aug 19, 2016 at 1:54 PM, Pigskin Ablanket <
>>>>>>>>>>>>>> [email protected]> wrote:
>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> Ok, I am trying to familiarize myself with a study published 
>>>>>>>>>>>>>>> using Julia.  I have Julia up and running, but cant seep to get 
>>>>>>>>>>>>>>> the actual 
>>>>>>>>>>>>>>> code open.
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> Here is what I done so far:
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> julia> Pkg.add("JuMP")
>>>>>>>>>>>>>>> julia> Pkg.add("DataFrames")
>>>>>>>>>>>>>>> julia> Pkg.add("GLPKMathProgInterface")
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> I believe I successfully added the requisite programs.  all 
>>>>>>>>>>>>>>> good.  Now I downloaded the code via CSV.  
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> It contains the Code in a .jl file, license file, readme file 
>>>>>>>>>>>>>>> and a couple excel CSV files needed.
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> I tried top open the file using Julia> Open("Filename.jl") and 
>>>>>>>>>>>>>>> got the following error:
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> *No such file or directory in open at iostream.jl:90  **in open 
>>>>>>>>>>>>>>> at **iostream.jl:99*
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> My sense is that I dont have the file in the right directory, 
>>>>>>>>>>>>>>> but this is where I get over my skis.
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>> Is that the issue?  How do I make Julia find the file?  Sorry 
>>>>>>>>>>>>>>> or such basic questions !!!!
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>>
>>>>>>>>>>>>>>
>>>>
>

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