reasons, work with files is strictly controlled in the MQL4 language.
Files with which file operations are conducted using MQL4 means, cannot
be outside the file sandbox.
FileOpen - File Functions - MQL4 Reference
You can open, read or write files only inside sandbox (MQL4/files or tester\files if you are in backtesting) due to security reasons. If you want to manage files from / to other directories, you would have to use Windows API functions.
google for "mt4 WinApi CreateFileW"
There are some older articles (before b600) they aren't working anymore..
Was looking for more specific info.
Do you think that if you have to ask what Windows API is, that someone can help you in a post or two?
Here : https://msdn.microsoft.com/en-us/library/windows/desktop/ff818516(v=vs.85).aspx (if you plan to have a holiday, scratch it :))
An alternative would be place a junction of a folder with the files you want to work on in one of the folders of mt4's 'sandbox' e.g. ..\\Common\\Files.
Than you can use the mt4 file function just naturally :)