copy- what's my root directory?

Hi,
I've got another newbie question. I want to copy some csv data into my
postgresql database. I'm confused with the syntax though. I entered

mydb=# copy mytable from '/data.csv';

It tells me it can't find data.csv, which means I saved it in the wrong
place. I've tried the data and scripts folder. Where do I save
import/export files and where is all my database work being saved?

Thanks.
Eric