sqlite3 can't import .csv file

I'm very new to DQL and sqlite. I've created a very basic database and am trying to import data from a .csv file. I watched a tutorial and have entered the following code:

.import countries.csv countries

This gives the following error:

Error: cannot open "countries.csv"

I'm sure im over looking something easy here. countries.csv is a file I made in excel and saved as a .csv. In Text Editor it opens as a normal comma seperated values file