Please help me in path

You also need to put the path in there somewhere, for where ever the file is located.  I am not sure of the coding to do it.

string filename="Téléchargements\\file.csv";
int handle=FileOpen(filename,FILE_WRITE|FILE_CSV);

Assuming you have a folder in dataPath\MQL4\files\Téléchargements. Data Structure in MetaTrader 4 Build 600 and Higher - MQL4 Articles 17.02.2014

If that is a folder else where, you can't do it directly with MT4.