undefined reference to `fopen'

The sketch comes from :

http://www.cplusplus.com/reference/cstdio/fopen/

Why does he not work?

#include <stdio.h>

void setup() {
  FILE * pFile;
  pFile = fopen ("myfile.txt", "w+");
  if (pFile != NULL)
  {
    fputs ("fopen example", pFile);

  }
  fclose (pFile);
}

void loop() {
  // put your main code here, to run repeatedly:

}

Regards,

JPDaviau

Explained here: "fopen" function help! - #3 by system - Programming Questions - Arduino Forum

"there is no way for Arduino code to open a file on your PC, and there is no where to store a file on an Ardunio board without something like and SD card shield."

Where will the myfile.txt file be located ?