The most common way of highlighting special items such as filenames, functions, variables, command-line invocations and suchlike in documentary text is to put them in an alternate font, sometimes italics or bold. In code, quote-characters mark the beginning and end of a string to be displayed, and there are escape-conventions for including the same quote characters within the string as part of it. As far as the compiler looking at that is concerned only the non-escaped quote characters at the ends are taken as meaning begin and end string.
If there is something more of a nontechnical work, say, a novel where protagonists A and B are discussing their concerns raised by the absence of a file and the spelling of its name, it might be useful to show what we could call human and non-human audience quote characters. But here the audience is human, and we are known to be pretty good at understanding even when faced with moderately severe syntax errors.
Consider also the convention in print that long quotations that go over several paragraphs have open quote characters at the beginning of each paragraph, but only one closing quote character at the end. Useful for human readers, but makes for many complications to a system that expects quote-characters to appear in pairs separating what is inside and outside.