When on an RDS or Citrix session (ie, the software is running on the server rather than your machine and you connect to it) depending on how your IT have set things up, the Desktop and the My Documents folders may not have the same contents as the Desktop and My Documents folders on your own machine.
The documents you require will need to be added to a location accessible from the RDS machine, this will usually be a network drive.
If you want to have the same My Documents folders available whatever machine you are looking at, talk to your IT about whether they could configure you with a Roaming Profile
Get Files not displaying required documents
When working in Get Files on an RDS or Citrix session the Desktop and My Documents drop down options are not visible.
Written by Rares Iacob