Hello,
if you do not want to use the default folder that should be created automatically on installation, you need to create it manually - e.g. using FTP and then only point to in in JoomDOC 3 configuration.
JoomDOC 3 will not create the folder. (in most cases that would not be possible due to permission settings on server).
Also, altough the default directory created on JoomDOC installation is protected from direct download using .htaccess file, for even better security of the files, move the document directory outside the Joomla (and webserver) root.