i suspect this is an issue of lackign basic computer skills, especially about files and folders etc.
suppose you cd to the paml4.7/ folder. there is a control file codeml.ctl
cd paml4.7
more codeml.ctl
this control file specifies the names of the data files
seqfile = stewart.aa * sequence data filename
treefile = stewart.trees * tree structure file name
when you dir (ls) you can see that the two files stewart.aa and stewart.trees are in the current folder. then you run the program
bin\codeml (on windows)
bin/codeml (on linux or macos)
and everything will be file.
if your data files are in a different folder, you need modify the control file to specify the correct path and file name. Suppose you are currently in paml4.7, and the data file is in mtprim9.nuc in the folder paml4.7/examples/. then you should have
seqfile = examples/mtprim9.nuc * sequence data filename
if you plan to run the program in the folder paml4.7. The path examples/ is relative, starting from the current folder paml4.7.
here is an online tutorial: Windows Command Prompt in 15 Minutes
http://www.cs.princeton.edu/courses/archive/spr05/cos126/cmd-prompt.html