While we're on the topics...
Note that putting two \ characters together is referred to as character "escaping". The \ character is the escape character, which is used in combination with other characters to specify various special sequences.
Section 3.10.6 of the JLS describes the various escape sequences. As Ernest already pointed out, to specify a \ character, it must be escaped - by itself.
If we were to ponder whether it's a good idea to specify absolute file names in a Java application, we might well come to the conclusion that it is not. Because how could such a thing be written once and run everywhere?
In many situations, it may be a good idea to let the user specify the absolute location of some file, by doing something like editing a properties file. Such a thing could be done manually, as part of the required installation of the app, or through some setup routine, which allowed the user to specify the location through a running program.