I am trying to create a new file:
When upgrading from 14.04 to 16.04, but I'm getting the error:
No such file or directory
It seems like there is a typo in your question because there would normally be a blank space between
/etc/apt/apt.conf.d/... To create a new file named 02proxy in the
/etc/apt/apt.conf.d directory (which normally already exists) open the terminal and type:
sudo touch /etc/apt/apt.conf.d/02proxy
To open the 02proxy file for editing in nano text editor:
sudo nano /etc/apt/apt.conf.d/02proxy
Nano text editor keyboard shortcuts
Use the keyboard combination Ctrl + O and after that press Enter to save the file to its current location.
Use the keyboard combination Ctrl + X to exit nano.
this behavior happen if the target directory doesn't exist. you have therefore to create the parent directory
then use nano.