Any documents you wish to sync to your computer need to be placed in the My Documents folder found in main memory on your pocket pc - Use Pocket File Explorer to view the documents you have there already. This is the default location where most applications place files when you save them.
To sync these files, open up ActiveSync on your computer and select the Files data type (select Tools > Options > place a checkmark in the box next to Documents). AS will create a My Documents folder on your desktop. All files will be synced from the AS created My Documents folder on your computer to the My Documents folder in main memory on your Pocket PC.
Another way to get these documents copied from your Pocket PC to your computer is to manually copy them. You can do this through AS's Explore option.
Alternatively, you may wish to store your documents to a storage card. You will not be able to sync these files, unless you purchase a third party application that works in conjunction of ActiveSync (ActiveSync will only sync files from the My Documents folder in main memory). I use
Mighty Sync to do this. You could also use a USB card reader to copy the files directly from the storage card to your computer.