Computer Configuration/Policies/Administrative Templates/System/User Profiles
- \\file-server\Roaming Profiles$\&username%
User Configuration/Policies/Windows Settings/Folder Redirection
- \\file server\My Documents\%username%\Documents
- \\file server\My Pictures\%username%\Pictures
- \\file server\My Downloads\%username%\Downloads
Be sure to share out the folder on the file server and when you share the folder to add a $ at the end to make it administratively hidden.
Then assign the policy to authenticated users and do a “gpupdate /force” on all desktops and servers for it to take affect.