This error message is misleading. The only time people see this error is when the name of their database is misspelled. The error really should be “File does not exist” - but it is a catch all error. Usually the reason the file does not exist is because you have named it broken.aup3.aup3 instead of just broken.aup3.
Sometimes, things can be made a little clearer by asking Windows to show file name extensions. This can be done easily by going to File Explorer (that is the folder icon on your Windows taskbar, selecting the View tab, then checking the box labelled “File name extensions”.