If you do not see a My Documents folder in your User folder, try this. Make a new folder and call it My Documents. Then right click and select "restore previous". If that works, do it for My Pictures and My Music and My Videos. Or you might be able to go to libraries and select New Library. Name it the same as previous and maybe try doing the restore previous on that.
I notice if you right click on Libraries, there is an option to restore default libraries
You might also try running a system files checker. Open an administrative command window and type the following..
SFC /scannow
Perhaps the system will reinstall those folders for you.