Documents are just paper, but paper can have tremendous power. Documents can change the rules that govern your entitled rights. Documents can also provide evidence that may help you successfully assert your rights.
Some types of documents don’t really have much power at all to help employees. Contrary to what many employees have been advised, in general “documentation to the file” or documents prepared by the employee that are kept private cannot be used as evidence by the employee but can be used as evidence AGAINST the employee.