The folder you are pointing out ("C:\Users\<username>\Documents\My Games\FINAL FANTASY XIV - A Realm Reborn") is the folder where de settings are stored. This folder contains the configuration of the game, and the configuration of you characters. The game download the content in a temporal folder, then move where you installed it. If it is Steam, it is in the steamapps folder inside the Steam installation directory. If you are using the non-steam version, the game folder is on Program files by default if you didn't change it. I do not remember exactly where the temporary folder is.