Since this issue was never quite sufficiently answered, I just want to add that for some commands in packages where a file path needs to be specified, if you put the space in quotations (i.e.,
" "), this will also work (dependent on the package and how the programmer designed the package, of course).
% Within the Document
This would include a file in
../../Some/Directory/Directory Name/NameOfFile.tex (e.g., in a relative directory: with the single dot
./ representing the current directory and the double-dot
../ representing a directory higher in the hierarchy).