gzip - no such file or directory found

I am trying to install a piece of software from the University of Strathclyde using WSL with Ubuntu 18.04.3. The software comes in a pre-compiled installer, a .gz file.

When I run this command:

gzip -d (file name).deb.gz

I get the following error:

No such file or directory

However, I can see the file on my Windows Downloads folder. Does anybody know how to overcome this?