I’ve just checked my C: drive and there’s no “Cities.csv” on it. Or do you expect your device to grab it from your desktop just because it’s closer?
Seriously, there’s no way device (or emulator - which is also a device, only simulated) can see hard drive on your desktop by letter for rather obvious reasons (like security considerations and missing host qualifier).
If you want to read a file on device you have to copy it on to device file system and specify correct path on that file system.
Devices don’t have driver letters and they don’t support relative paths so make sure to specify full path. Check if file actually exist using file explorer on device. Normal path looks like this:
You can copy file to device manually, say, using Active Sync. Or you can add it to your VS project and configure VS to deploy it for you by setting “Build Action” to “Content” and “Copy to output directory” to “Copy Always” or “Copy if newer” as appropriate.