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A reasonable guess here is that your file gb_100km is located elsewhere than your working directory. Because you did not give a fully qualified filename, Stata has no choice but to assume the current working directory as its location. (See -help pwd) and -help cd_ if you're not already comfortable with this idea.) Stata has no way to know that this file is in your "downloads" folder, and that folder has no particular meaning or significance to Stata and most other non-Microsoft programs. You'd help yourself if you made a practice to always download files to some logically meaningfully location (e.g., the directory for this particular project), rather than defaulting to some stock download folder. (As a Windows user, I'd nevertheless say that encouraging the idea of a default "downloads folder" is a bad idea.)
In the future, you'll want to avoid posting images on StataList, as explained in the FAQ for new members. Material from the results window can much more easily be read by others if copy/pasted as text and put between code tags.
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