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Do you mean your Documents folder? If so, you can find it in your Users folder (Users/your username/documents) – just drag it into the Dock and all should be well again.
 
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I'm assuming that you're referencing the Documents folder and not specific documents. The dock is just filled with shortcuts to actual items, so it is easy to bring back the documents folder to the dock.
Click on the (leftmost) Finder icon on the dock.
Go up to Go -> Home Folder.
Drag the Documents folder to the right side of the dock.
 
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