I am trying to use WF to build a list of downloadable documents. How do I tell it to look at the directory to create the menu? Or do I need to do something else to make this work?
You definitely need something else. WF (and Ditto, getResources, etc.) build things from the Resource Tree, which is based on what’s in the DB. There’s no way I know of to get them to look at files.
There’s a snippet here that might do what you want (it’s for MODx Evolution):
http://modxcms.com/forums/index.php/topic,3124.0.html