It has a new name. The My Documents folder was renamed to Documents in Windows 8.1 and Windows RT 8.1. You'll also notice that My Pictures, My Music, and My Videos have changed to Pictures, Music, and Videos. All of these folders now appear under This PC in File Explorer.
Open File Explorer by swiping in from the right edge of the screen, tapping Search (or if you're using a mouse, pointing to the upper-right corner of the screen, moving the mouse pointer down, and then clicking Search), entering File Explorer in the search box, and then tapping or clicking File Explorer.
Libraries are hidden by default in Windows 8.1 and Windows RT 8.1. For more info, see Libraries: FAQ.
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