Just found a way to change the folders in the file managers sidebar.
Maybe this is useful for others, so I'll share it here.
Open the terminal and edit these files:
$ sudo gedit ~/.config/user-dirs.dirs
$ sudo gedit /etc/xdg/user-dirs.defaults
To remove folders, comment them out with the
#symbol, you can also add files to the list.
~/.config/user-dirs.dirs changes the sidebar folder for the current session, but on boot it gets rebuild from
/etc/xdg/user-dirs.defaults, that's why you have to edit both.
I did not yet find a way to choose the order of the folders in the sidebar, I anyone know how to do this, please let me know.