Documents folder not visible in Finder on macOS
This is a new feature in macOS Sierra. It allows you to put Desktop and Documents folder in iCloud Drive so you can access it in all of your Mac connected to that account and even iOS devices. You can disable it by pressing Apple Menu -> About this Mac, then go to storage and click Manage under Macintosh HD( or the name of your macOS partition) then in the iCloud part you can turn that feature off.