Here is more on the Startup Folder including locations.
The Startup folder, though, is NOT a location to open documents. It is a location for Add-Ins (Global Templates).
There is NO feature in Word to set particular documents to be opened when you start Word.
There was a Work Menu in the menu versions. As far as I know, it does not function in Word 2010.
There is the ability to pin documents to the Recent Files. Recent is an option on the File Open display.


Graham's Open Documents From List Add-In may be as close as you can get.