Windows 11 is likely redirecting your Documents folder to OneDrive through the “Known Folder Backup” feature. When that is enabled, the Documents folder you see in File Explorer actually points to OneDrive\Documents, so apps default there automatically.
Open the OneDrive cloud icon in the taskbar near the clock. Click the gear icon, then choose Settings. Go to Sync and backup, then select Manage backup. You should see folders like Desktop, Documents, and Pictures. Turn off backup for Documents. Windows may ask whether you want to keep files in OneDrive or move them back to the local PC. Choose the option to restore or move them back to “This PC” if you want Documents stored locally again.
After that, open File Explorer, right-click Documents in the left sidebar, and choose Properties. Go to the Location tab. If it still points to something like C:\Users\YourName\OneDrive\Documents, click Restore Default. The default local location should be C:\Users\YourName\Documents. Apply the change and allow Windows to move files if prompted.
Once this is done, applications should save to your normal local Documents folder again instead of OneDrive.
If you do not want OneDrive involved at all, you can also unlink it completely. Open OneDrive Settings again, go to Account, and choose Unlink this PC. That stops Windows from steering folders into OneDrive automatically.
Some Microsoft apps, especially Office apps, may still default to cloud storage. In Word or Excel, go to File → Options → Save and enable the setting that saves to “This PC” by default. That should prevent Office from pushing OneDrive every time you save.
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hth
Marcin