By default uses home folders are found in C:\Users\Username\Documents or My Documents
There are Problems with this it is difficult to backup, virus scan, Calculate usage, compliance with legal standards, and it does not roam well. The solution is folder redirection.
To do folder redirection you would create a shared folder like UserFiles and share it with everybody read write.
You would then create a policy for whatever folders you would like to redirect.
Now after the user logs on again the folder is redirected.
And the file on the server can only be opened by the user.
If you do not want this to be the case uncheck grant the user exclusive rights.