copying them into Strings like that seems a waste. param1 doesn't tell me any more or less than args[0]. I could see copying it into a better-named variable like 'path_to_executable' and 'executable_name'.
I guess there are two things you need to check:
1) did they pass in the correct number of params. This is quick and easy, although not TECHNICALLY necessary. But if you know you need to have two, you can immediately deal with it if they only give you 1. Plus, that lets you avoid checking to be sure args[1] is not null.
2) For each parameter you get,
you should validate it in whatever way is appropriate for you. Does the path need to be an existing directory? Can you create it if it doesn't exist? Does the file need to be there already? etc.
I am honestly not sure if you need the double-backslashes in the string when you input it on the command line, although my GUESS is no, you don't. My suggestion would be to try it and see what works, which is what I would have to do to get you a definitive answer.