You can easily relocate the My Music, Pictures and Videos libraries, by cons you should change the default save location of the Documents library as may programs including Windows, use it. But on they other hand you can add as many folders as you want to the Documents library!
How to include ne locations to a library
In the example below, we shall add a new location to the Music library. Including a new folder to a library doesn't imply "moving" the folder to the selected library!
Right-click on Music > Properties.
Click on Include folder and browse for the folder of your choice.
As you can see a new location has been added to the Music library:
Via the same menu, you can:
Remove a particular location.
Set the default save location (when copy/pasting files or folders in the library)
Optimize the library for a specific type of content (music, videos, pictures...)