Yep, that script file is embedded within the CoC_Mines.pbo addon that you need to have in one of your Addons folders.
Also, make sure that the code line in your trigger(s) reads
[ThisList select 0] exec "\CoC_Mines\scripts\MineDetonate.sqs"
Note that the "o" in CoC is the letter O, not the number 0 (zero).