ksh - variable to be set to windows path issue

Greetings Experts,
I need to pass a parameter to ksh and the value is windows path eg: sh abc.txt C:\Users\chill3chee\Desktop

No matter I try with \ delimiter, still could not get this exact value assigned to the shell variable which was checked with echo . Tried with using C:\\Users\\chill3chee\\Desktop and still nothing works;

The reason is I need to put this value and generate the sql queries and run them so that the exported output will be stored in my local machine; I don't have a linkage between the sql and unix and hence need to have the data in my local windows machine. Can you please assist me on this. Thank you for your time.

Try single quotes: 'C:\Users\chill3chee\Desktop'

In your abc.txt script you must quote variables (including the positional parameters $1 $2 ...) in command arguments.
Examples

echo "$1"  # quote the variable in the argument of the echo command
arg=$1  # ok, this is a variable assignment, not a command
arg="$1"  # two CPU-cycles extra but ok
if [ "$arg" = "hello" ]  # [ ] is a test command, $arg is in an argument
if [[ $arg = hello ]]  # [[ ]] is a compound, not a regular command
if [[ "$arg" = "hello" ]]  # two CPU-cycles extra but ok
if [ "$arg" = hello ]  # ok, hello is not a variable