Moved from the Creative Cloud to the Premiere Pro forum. They will be able to help you here.
As far as I know "My Documents" is a Windows thing... giving more information when asking a question is a good thing... Information FAQ http://forums.adobe.com/message/4200840
If you are on Windows, search http://search.microsoft.com/search.aspx?mkt=en-US&setlang=en-US for help on creating that folder
Solution for: Adobe Premiere Pro CC 2015 Won't start and After Effects CC 2015 Won't start when I'm Offline
geoffsilvertip, I had the same error that you experienced as posted in the error message above.
I got someone from Adobe tech support remote into my computer only to seem him goof around just moving the mouse and not solving anything.
He kept repeating the error that I know about to me instead of finding solutions to the problem, tech support nowadays, SMH!
Then I asked him to escalate which he reluctantly did, then a more senior tech came onboard and was able to figure out it had something to do with my user account being a domain account.
So, I switched to the local admin account on my windows 7 laptop and it worked, both being offline and online.
However, since I wanted to work within that user profile, I configured the software to run as admin, to do this > right click on the icon > properties > advance > Run as Administrator
Then i enter .\administrator and enter the password and BOOM!*#. it worked! whiles I'm within the domain account both offline and online.
After Effects CC 2015 Won't start when I'm Offline:
I applied the same solution above to my After Effects CC 2015 which wouldn't work when I'm offline and it resolved the issue as well.
Hope this resolves your issue.