I have googled a lot but it seems that I am doing something wrong.
I want to do this:
This is an older post, however as the info is still relevant today an additional option may help others.
Define a constant for the file path per Stefan's answer. The definition can be placed at the top of the PHP page itself, or within an included/required external file such as config.php. (http://php.net/manual/en/function.include.php)
Echo the constant in PHP tags, then add the filename directly after.
That's it!
Works for other linked files such as JavaScript as well.