You will only have just over half the Documents when you finish the Baba Yaga story line. You will then need to go around and collect the remainder. Most are easy enough to find, especially after picking up the map and explorer satchel. The only Document you might have some trouble with is the last one.
Here is a quick video of how to get it the easy way.
EDIT: To those downvoting - You are the reason I don't make guides anymore. I have had literally hundreds of people on YouTube thank me for saving them from hours of frustration. But you downvote my guide, I assume because I didn't hold your hand and show you every single collectible that are mostly directly in your path, glowing and marked on your map. When the next game comes out you can figure it out for yourselves.