Well, first of all the recommended URL syntax for files is more like this:
Backslashes MAY work, but they may also cause problems, since in
Java, the primary use for a backslash is as an escape character.
"files" within JARs and other archives (such as ZIP) are not really files. The JAR itself is a file, but most OS filesystems don't support the ability to open up and access an archives contents directly.
There are some Java support functions that permit an extended filename syntax that allow access (typically read-only access) to members of a JAR, but the standard java.io file functions can't do it.
Your sample code appears to be attempting to open an input stream on a classpath resource. If the jar is part of the app's classpath, that's OK, but the "filename" would be relative to the classpath. You can't use an absolute filesystem path here, and I doubt that Windows-style resource paths (using backslashes) will work either.