The Start menu is the linchpin of Windows 10. Microsoft has designed it so that it can be customised according to your preferences. For example, it is possible to add your own folders to the menu.
If you want to put the Documents folder on to the Start menu, click Start > Settings > Personalization > Start. Click on Choose which folders appear on Start, then set the switches for the folders you want to show (e.g. Documents) to On.