You mean the documents library, right? Windows 7 libraries are aggregators: they display the contents of several different folders in one window. By default, the documents library aggregates your 'My Documents' folder - C:\Users\<your username>\My Documents\ - and C:\Users\Public\Public Documents\. In this case, each of those has a subfolder named 'The Witcher': the one in Public Documents contains the .adv files, and the other contains save files.

I recently started gaming on Windows 7 after a lifetime spent on OSes without such counterintuitive shenanigans, and I had the exact same question after installing 'The Witcher'. Don't worry: it's all normal, in a screwed-up Microsoft kind of way.