filesystem - Serbipunk/notes GitHub Wiki
https://stackoverflow.com/questions/39231363/fatal-error-filesystem-no-such-file-or-directory
It seems you have to include like this:
#include <experimental/filesystem>
Don't forget to add -lstdc++fs as a GCC flag!
Here is the proof: Coliru
If that doesn't work, then that probably means that you don't have filesystem in your configuration.
Also, as @MartinR. pointed out, the experimental is no longer needed in GCC 8+.