Well take another quick look
$sqlresult = "mysql query result....";
$fp= fopen ("c\\\\abc.txt", "w+");
fwrite($fp, $sqlresult);
fclose(fp);
I dont know I just have a suspicion that maybe just maybe the directory c\ doesnt exist, as your missing a colon.
This should work as long as you have write permissions allowed.
$sqlresult = "mysql query result....";
$fp= fopen ("c:\\\\abc.txt", "w+");
fwrite($fp, $sqlresult);
fclose(fp);