Why do I get the OSError: [Errno2] when I try to run a .sage file

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Hello.

I'm new to SageMath and just installed it. Unfortunately I'm not too concerned with the importance of the information you might need to help me out - sorry for that.

So I have Windows 10 and I installed SageMath via These pre- built binaries if that's what it is called. I used the sagetex package to create a .sage file and I tried to run it with sage obviously. Therefore, I opened the Shell and typed

sage 'C:/Users/scheu/OneDrive/Desktop/sagetex.sage'

with sagetex.sage being my .sage file and I'm getting the following:

    Traceback (most recent call last):

  File "/opt/sagemath-8.6/src/bin/sage-preparse", line 245, in <module>

    do_preparse(f)

  File "/opt/sagemath-8.6/src/bin/sage-preparse", line 137, in do_preparse

    with atomic_write(fname) as f:

  File "/opt/sagemath-8.6/local/lib/python2.7/site-packages/sage/misc/temporary_file.py", line 422, in __enter__

    fd, name = tempfile.mkstemp(dir=self.tmpdir)

  File "/opt/sagemath-8.6/local/lib/python2.7/tempfile.py", line 314, in mkstemp

    return _mkstemp_inner(dir, prefix, suffix, flags)

  File "/opt/sagemath-8.6/local/lib/python2.7/tempfile.py", line 244, in _mkstemp_inner

    fd = _os.open(file, flags, 0600)
OSError: [Errno 2] No such file or directory: '/home/sage/C:/Users/scheu/OneDrive/Desktop/Programme/LaTeX Files,Texmaker/Hilffiles/sagetex test/tmpfPP2mL'

By the way, I am sorry for putting the Code in my Question that way, I had just no idea how to Format this Code as one Code :(

Anyways, it says something I don't quite understand and I've already looked up the same Question, but it didn't help…

Thank you for your answers.