You made me chuckle on this one. The second "the"...
Open your file manager and there you are - Home directory. The path shorthand in Linux for /home/$USER/ is simply ~ (tilde).
So, a tilde followed by the remaining path always tells you "home."
Hit ctrl+h keyboard shortcut to show hidden files - those that have a (.) in front of them. In this case: .config
Double click to open and scroll down to see the user-dirs.dirs file.
I prefer Xed but also have and sometimes use Mousepad or Pluma. I use Geany for heavier stuff and also use VS Code for certain files, too. Generally, I default to Xed.
Zorin OS comes with Gedit.
If you double click the users-dirs.dirs file, it will probably open in your default Gedit.
I am referring here only to Linux, as that is what you asked about and the procedure above is to point a linux directory to a new location of your choosing.
What you do with Windows (and how) is up to you. I stopped at Windows XP.
A Symbolic Link is a redirect- it is a facade that takes the place of a directory or file in another directory, but points the user to the actual location of the file or directory.
In changing the XDG_DOCUMENTS_DIR to your preferred location, this will leave a useless "Documents" directory remaining in your home folder. You can Delete it, then create a symbolic link to the new location you prefer, taking the place of the Documents Folder in your Home Folder.
You can even name it simply "Documents."
To execute making a symlink in terminal (Because terminal is the only way I know how to
), Open the terminal and enter in something like:
ln -s /media/llp/dev/sdc1/Documents ~Documents
Without knowing for certainty your actual paths and file names - the above is an example. You can modify it as needed.