I cannot download the documents folder

[Windows 11]

The document folder was deleted and I can't download it again. When I try to move documents that is on my drive (image 1) to the left side (shortcuts), its location is different from the other folders (downloads, music, videos, images, desktop) (image 2 and 3). The problem is that when I download files and want to transfer them to documents it does not recognize their existence.

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