Apple - 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.

What I did was creating an alias of those folder on the same directory so I can see them from my home folder.

Check the "iCloud Drive" under iCloud in the Finder window sidebar. There may be a visible Documents folder there.