Hello
What you end up moving to is the library, the picture folder location itself is correct.
Open your File explorer, on the left, scroll to the bottom, do you see Library? If so, click on it.
Now, on the right pane, right click on the Documents folder icon, then go to Properties.
In the properties page, you would see a list of folders in the documents folder, select the Picture folder, then click on the Remove button.