Just run the code. But you shouldn't ever be calling system.file(). That is something people do in vignettes when they want to show how to do something that might only work 'normally' in an interactive session, or when there is an internet connection. So say you want GSE60701, for real.

> library(GEOquery)
> z <- getGEO("GSE60701")
ftp://ftp.ncbi.nlm.nih.gov/geo/series/GSE60nnn/GSE60701/matrix/
Found 1 file(s)
GSE60701_series_matrix.txt.gz
  % Total    % Received % Xferd  Average Speed   Time    Time     Time  Current
                                 Dload  Upload   Total   Spent    Left  Speed
100  4302  100  4302    0     0   3026      0  0:00:01  0:00:01 --:--:--  3027
File stored at:
/data3/tmp/Rtmp2k3GiT/GPL13112.soft
> z[[1]]
ExpressionSet (storageMode: lockedEnvironment)
assayData: 0 features, 12 samples
  element names: exprs
protocolData: none
phenoData
  sampleNames: GSM1486081 GSM1486082 ... GSM1486092 (12 total)
  varLabels: title geo_accession ... supplementary_file_1 (42 total)
  varMetadata: labelDescription
featureData: none
experimentData: use 'experimentData(object)'
Annotation: GPL13112

And then you can do whatever analysis you might want. But do note that getGEO() returns a list, so depending on the GSE you download, you may get one or more list items. If that doesn't mean anything to you, then read 'An Introduction to R', because you will need it.