There isn't enough information in your question to provide you with an accurate answer.
However, note that the FetchFile processor is intended to work with an upstream ListFile processor, which provides you with the opportunity to specify a location and other filtering criteria such as file name patterns or particular sub folders (path pattern) amongst other options. By default, the ListFile processor outputs one empty FlowFile with attributes related to each file it identifies, these are then used as an input for the FetchFile so it knows which files to retrieve. Also, the ListFile is aware of the of its last listing, and will only list files younger than this on it's next execution.
Hope that helps.
The List & Fetch pattern is very common, however should you have simpler requirements, the GetFile processor may be suitable.