SQL Server cannot 'see' my dll

I need to create an assembly on a client's machine, but SQL Server 2014 cannot 'see' my dll.
Placed C:\mycode.dll
Run exec xp_fileexist 'C:\mycode.dll' results in:
File exists: 0
File is a Directory: 0
Parent Directory exists: 1

Running the same for previously existing file, C:\WebInstall.log, and File exists is 1
Also no folder or file on a second HD, E:, is reported as existing.
It appears that any file I copy into C:\ is not recognized as existing. Even though they have the same permissions and owner as WebInstall.log.

More about this machine, in file explorer, if I right click & select New in the popup dialog, Folder is the only new item I can create.
What is going on?

BTW, I want my dll to reside on E:, but placed it in C:\ for the testing above, when it could not be seen on E:.

Never mind. Stupid error.
SSMS was opening a database on ANOTHER machine.