An update is being pushed to OneDrive for Business client to help you (and your end-users) to move their well known folders (My Documents, My Pictures…) from the default location (the user profile) to OneDrive for Business; this new functionality is called Known Folder Move (KFM).
This option comes with the OneDrive for Business client version 18.116.0610.0002
You can let your end-user do it themselves or use the update ADMX to setup a GPO settings (the updated ADMX files are located here %localappdata%\Microsoft\OneDrive\18.116.0610.0002\adm).
When setting up the GPO settings you will have to provide your tenant ID; you can get it from the Properties blade from your Azure AD administration portal).
A future update will also integrates with Intune.
As a result
|Before KFM||After KFM|
And your OneDrive for Business is now containing your kwon folders (Desktop, Documents…)
OneDrive for Business client will analyse the content of the known folders to identify if there is any incompatible files (see this article about the files & folders limitations on OneDrive for Business)
OneDrive for Business client will then migrate (not only redirect) the content of these folders and update the registry
If you already have some know folders move to OneDrive for Business (because you did it manually before this update), they will stay as is.
If you think to use the GPO option, it is highly recommended to plan and prepare for this move in order to provide the smoother user experience and not overload your network.