Use the os.path.join function to get the path of the file. Add
import os
at the beginning of your code. Use it like this:
char_idle = pygame.image.load(os.path.join("Data", "char_idle.png"))
You could also provide the path as "Data/char_idle.png" (on Linux) or "Data\char_idle.png" (Windows), but it makes yout code less portable, so better use os.path.join.