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How to open a h5 file in Python?

I have a file named X.h5 that I wanted to open up in Python but I've looked through other similar questions and still can't figure out how to open it. Do I have to save it in a particular folder before trying to do it and say it is saved in the downloads folder, what code would I need to open it?

So far I've tried

import numpy as np
import h5py
f = h5py.File('x.hdf5', 'r')

But I got this following error:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Python37\lib\site-packages\h5py\_hl\files.py", line 312, in __init__
    fid = make_fid(name, mode, userblock_size, fapl, swmr=swmr)
  File "C:\Python37\lib\site-packages\h5py\_hl\files.py", line 142, in make_fid
    fid = h5f.open(name, flags, fapl=fapl)
  File "h5py\_objects.pyx", line 54, in h5py._objects.with_phil.wrapper
  File "h5py\_objects.pyx", line 55, in h5py._objects.with_phil.wrapper
  File "h5py\h5f.pyx", line 78, in h5py.h5f.open
OSError: Unable to open file (unable to open file: name = 'x.hdf5', errno = 2, error message = 'No such file or directory', flags = 0, o_flags = 0)

I've managed to open the file apparently but have no idea where I can read the file - it says it's open for read-only already but I'm not sure which format or where I can see this.

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