In the editor nearly everything that you work with is a dedicated document. Most documents are backed by a file, which is usually in OpenDDL format.
Documents are an editor specific representation of things like scenes, prefab, materials and so on. The document format is not understood by the runtime and therefore cannot be loaded by applications like ezPlayer directly.
A document can represent any type of data. However, the most common case is, that it represents data that shall be converted (or transformed) from its source representation into something that the engine runtime can use. For example a texture must be transformed from a source JPG format to a more optimized DDS format. These types of documents are called assets in EZ and they are by far the most common type of document.
The only exception to documents in the editor are things like project settings and editor settings, which are not handled by documents.