Ok so I was experimenting around and found out that if you for example write:

cd("dir:/foldername")

Julia doesn't accept this and tells you that '/foldername' is an invalid escape sequence.

So in order to solve this just use '\\' instead of '/'

cd("dir:\\foldername")

And now if you check pwd() it will tell you that your current working directory is "dir:\\foldername"

So as a beginner it might be a little confusing but it's easy.