Creates a File with the given argument from the command line.
 The value of arg can be either a URI, an absolute path or a relative path resolved relative to the current working 
            directory. This operation never fails, but the returned object might not support any I/O operation if arg points to a 
            malformed path.
Note that on Windows, this function expects its argument to be in UTF-8 -- not the system code page. This means that you should not use 
            this function with string from argv as it is passed to main. 
            get_command_line will return a UTF-8 version of the commandline.
             Application also uses UTF-8 but 
            create_file_for_arg may be more useful for you there. It
             is also always possible to use this function with OptionContext arguments
             of type g_option_arg_filename.
| arg | a command line string |