Accessing R Files in R Studio



I am currently following the Codecademy course for R.

However, after downloading both R and R Studio, I found that I am unable to “access” certain files that the person in the video is using here: approximately 7 minutes in. How do I set my working directory path so that it accesses my desktop? I am unable to do so in the console with setwd("~/Desktop/R"), as it gives me an error of “cannot change working directory.”

Thank you.