To be fair to Windows, it's just a right click on the special folder (documents, pictures etc) - properties - location. You can place them wherever you like.
I know an OAP who pays two lots of $59 a month for two mobile phones. 'you get more calls that way'. But it's a big data plan - even the smallest phone plans have unlimited calls. Heck, one is a flip phone with no data. Can't convince her she only needs to pay $23 each though.
Dot local slash share slash pussy dot desktop or something like that, but it might not show up in the dock anyway if it didn't come in a flat pack crate.
Debian or Gnome seem to have some kind of semi usable search in the gui. It can find files in multiple places by name, wildcard etc but I'm not sure what it can see. Everything is great on Win.
My Kyocera CDMA phone could receive texts but not send them.