Explanation
The rmdir command removes an empty directory. To remove a directory whose name contains a backslash, the backslash must be escaped with another backslash. Therefore, the correct command is rmdir ~/\dir. The other commands will either fail to find the directory or interpret the backslash as part of a path name. References:
* [LPI Linux Essentials - 1.3 Basic Editing]
* [LPI Linux Essentials - 1.4 I/O Redirection]
* [LPI Linux Essentials - 1.5 Manage Simple Partitions and Filesystems]