You are in the "dummy" Special-folder
My Documents of Windows 7 (which is empty).
dir ..\Documents and you will see your documents.
cd ..\Documents followed by a
Windows 7 changed the
My Documents to
Documents. In the explorer it is still named
My Documents but that is only a 'display-name'. It is language dependent. In a dutch version it is
Mijn Documenten but (on the harddrive) it still points to
For older programs who still expects a
My Documents this directory is created and under Windows it is redirected to
Documents. However you are in a command prompt which does not do this redirection.
I don't know how you got into this directory in the prompt but you should have done a
cd Documents instead of a
cd My Documents.
You can read here what other directies are changed. See also here for information about "Special folders".