how can I make valid address for C++?

That is a valid address... only thing you have to remember is if you programatically specify the location through a string you have to use '\\' to indicate a backslash character (instead of a single slash) however if you bring in the address from some control that's usually already handled there:

CString location = "C:\\Documents and Settings\\All Users\\Documents\\My Pictures\\Sample Pictures\\Sunset.jpg";

There is not situations when the immediate string constant can be hard-coded in a software product code.
How can you maintain that? All paths should be calculated based on your executable file location and/or your configurations file(s).

(All other immediate constants should became explicit constants or go to resources.)

Alternatively, use file dialogs, as Richard suggested.

—SA