I've not used this functionality but from what I read in the documentation the command you're referencing is intended to be used to update prices in a Gnucash data file. Presumably it's a way to execute the task of Tools->Price Database->Get Quotes, without actually starting up the Gnucash GUI. The filename called for is your Gnucash data file.

gnucash-cli --quotes get|/|gnucash-filename |/|I'd imagine you need to have securities properly set up so you could perform the price update within the Gnucash database in order for this program to work.|/||/|
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