Download Library functions differently on two computers

On computer #1 in Explorer under Libraries, I have Documents, Download, Music, etc. The properties of this Download shows Downloads is empty, no folder
On the right (black) pane of the Start Menu is Downloads and the Properties shows the files in user/download.

But unlike Documents, My Documents and files or Pictures, My Pics and then files, this Download has no second My Download. One just sees the files by hovering over Downloads, just like Recent Items or Computer.

On computer #2 Libraries has User, Documents, Pictures (but no Downloads) and you must click on them and an Explorer window opens to see the files.

1. How do I get any Library to show on the right pane of the Start Menu if it is supposed to be there? (is that what is called the jump list?) In other words, how do I get a Documents window on #2 like is on #1.
2. How do I get the Start Menu right side Library Items to just show the documents without the redundant step steps of either My Documents or the Explorer windows?

Sorry, it just seems that the Library concept makes things far more redundant and complicated.
Thanks for your good help.

you also mentioned jump lists...

a jump list is what you see when you right-click on a pinned icon on your taskbar, which you can use to open recent files, or favourite frequently opened ones.

for example, here's my current jumplist for windows explorer:

Thanks Shawn,
Downloads was checked Don't Show on #2 so that works now. Thank you.
Unfortunately, on #1 all are set to Menu.
Will look at your link a bit later and get back to you.
Thanks again