I had to get used to that too.

The "Libraries" as seen from your start menu consist of as many places as you want to add to them. So if you have music in 3 or 4 locations, spanned over a couple drives, it will display it all in your music library as though it were all in one location. You can add and remove folder locations to your "Libraries".

To access the more traditional folder menus, access them through your User menu, typically C:\Users\YourName\Music.

This applies to all the "Libraries": Documents, Music, Pictures and Video. 

EDIT - With respect to the Documents Library, it typically shows 2 locations being Public and User folders.

I hope this answers your question........?

If you click on " 2 locations" in the upper left of your screen, you should be able to add or remove any and/or all locations.

I get it now, sorry.

I know of no way to remove the folder locations, as long as you are sorting the Library by folder, which you are (far upper right).

Are you sure that in the Documents Library you have maximized the window and scrolled down? It may be possible (at least it is on my systems) that the second location is there, but empty and hiding at the bottom, only exposed by scrolling down. 

If that is not the answer, then I am sorry I don't have the answer ......  

There is no option for none and a few of the selections can not be unchecked.

Are all of these options unchecked?

Have you clicked the 'more' option? I think you can uncheck the options there if you cannot do it right on the menu.