Hi John

They are not files in the Recent Items folder, they are merely shortcuts to
some of the documents you have used recently, to enable you to access the
files quickly.
The Documents themselves will have been saved at whatever location you chose
at the time of saving.
You can quite happily delete these shortcuts if you wish by right clicking
on the Folder heading>Clear Recent Items list.

You can also disable the feature totally, right click on the Start
icon>Properties>uncheck the item in the Privacy section