One has

In[8]:= {#, ToExpression[#]} & /@ Names["*User*Directory*"]
Out[8]= {{"$UserAddOnsDirectory", "C:\\Users\\Bärbel\\AppData\\Roaming\\Mathematica"}, \
         {"$UserBaseDirectory", "C:\\Users\\Bärbel\\AppData\\Roaming\\Mathematica"}, \
         {"$UserBasePacletsDirectory", "C:\\Users\\Bärbel\\AppData\\Roaming\\Mathematica\\Paclets"}, \
         {"$UserDocumentsDirectory", "C:\\Users\\Bärbel\\Documents"}}

In[15]:= FileNames["*Wolfram*", {$UserDocumentsDirectory}]
Out[15]= {"C:\\Users\\Bärbel\\Documents\\Wolfram CDF Player", \
          "C:\\Users\\Bärbel\\Documents\\Wolfram Mathematica"}

so one has just to change DollarSignUserDocumentsDirectory permanently to move the "Wolfram Mathematica" folder.