you can use always:
'C:/mydir'
this works both in linux and windows.
Other posibility is
'C:\\mydir'
if you have problems with some names you can also try raw string literals:
r'C:\mydir'
however best practice is to use the os.path
module functions that always select the correct configuration for your OS:
os.path.join(mydir, myfile)
From python 3.4 you can also use the pathlib module. This is equivelent to the above:
pathlib.Path(mydir, myfile)
or
pathlib.Path(mydir) / myfile