You putting two dots before the path turns the path into a relative path whereas having / as the first character makes it an absolute path. In Windows, the Desktop folder is usually found within the user's folder which is located under C:\Users

C:\Users\username\Desktop is a valid path but C:\Desktop is not likely unless you have created such a directory.

Also: It is not common practice in Windows to store exe files in the Desktop directory! The Desktop directory usually has Word documents, pictures, txt files and lnk files.