Having trouble transferring file to a new folder

Check that the file bios.rom is actually in the current working directory ~/Desktop by typing ls.

If you can see the file bios.rom, you just need to put a / at the start of the path to mv to

sudo mv bios.rom /usr/share/higan/GameBoyAdvance.sys

if the directory name has spaces in it like Game Boy Advance.sys, you need to use the character to escape them like this:

sudo mv bios.rom /usr/share/higan/Game Boy Advance.sys

Otherwise mv will get confused...

If the file bios.rom is not in the current working directory, then you have to cd to the directory where it is first, or use the absolute path, for example, if it's in your ~/Downloads directory:

sudo mv ~/Downloads/bios.rom /usr/share/higan/Game Boy Advance.sys

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Explanation of the error

The path usr/share... does not exist under ~/Desktop, which is the current working directory. usr is under /, the root directory. If you type ls where you are now, you can see no usr, but type cd / and then ls you will see it there, under /