my comments got lost somehow.
the issue the OP is encountering is the Service Account that the SQL Agent runs under does not have access to "C:\Users\myName\Desktop\WUpdates\"
that path is a private folder for the end user; it is not a path that the service account can get to.
Create a folder like C:\Data, or c:\Temp, make sure the service account has access to it,a nd use that folder as your target folder/subfolders for processes like this.
typically in a work environment, you create a unc file share, like \\MyServer\SQLMail\Attachments, and grant access to that folder.
Lowell