Trying to find the /etc/resolve I'm trying to connect a Macbook Air running 10.8.4 to a Windows 2008 R2 server. I have run into trouble as we use a company.local. 
I think this may be the problem: http://blog.scottlowe.org/2006/01/04/mac-os-x-and-local-domains/.

So, I have gone into terminal and typed open /private and navigated to the etc folder but can not find a resolve folder, only a resolv.conf file.

How do I go about adding the name server?
That is a 7 year old link!  Try just opening the resolv.conf file which is a text file that contains a list of DNS servers.  It may be blank, in which case you can just add lines using the following format as an example:

nameserver 172.16.1.254
nameserver 172.16.2.254


Check this link for a bit more