A file or directory path that includes space characters can be surrounded by double quotes in order for an operating system to handle the path reference correctly. A path reference can also be surrounded by single quotes on Linux, but not on Windows. To create operating system independent GAMS code, please consider the following recommendation.
If you need to quote a path, use double quotes, e.g. create a directory at compile time:
$call mkdir "my folder"
Furthermore, use single quotes for the outer quotation, and double quotes for the inner quotation, e.g. create a directory at execution time:
Execute 'mkdir "my folder"';