use "pwd" first to see if you are in the correct working folder, and "dir" to see ifthe file is there.

谢谢高手的回复，我还是不会

你能说具体一点吗？我刚学stata  谢谢

in stata window,

at the left bottom corner, it shows the current working folder, (or use command "pwd"), see if that's the folder you have you data/do file etc.  Use command "dir" to see all files in the working folder.

You may want to find an introduction book to read.  There are quite few on this site.