The Documents submenu lists the My Documents folder (which is also represented by an icon on the desktop) and a cascading list of the last 15 documents you've opened. Using the My Documents command can be useful when your other windows cover the My Documents folder icon. And using the list of recent documents can save you time when you want to reopen something you've been working on recently, but you're not in the mood to go burrowing through desktop folders to find its icon.
Note, however, that:
Documents appear on the "recently used" list only if your applications are smart enough to update it. Most modern programs (including all Microsoft programs) perform this administrative task, but not all do.
The Documents list doesn't know when you've deleted a document or moved it to another folder or disk; it continues to list the file even after it's gone. In that event, clicking the document's listing produces an error message.
There's another easy way to open a document you've recently worked on: Start by launching the program you used to create it. Many programs maintain a list of recent documents at the bottom of the File menu; choose one of these names to open the corresponding file.