Profile Roaming, to make not to copy all the files to the local PC

Solution 1:

Roaming Profiles are the devil incarnate... kill it... kill it with fire...

Okay, mildly over dramatic. However, I find that roaming user profiles take up enormous disk space and really slow down logon/logoff times. What you probably want to look at is Desktop and My Document redirection via Group Policy. It will automatically point the folders to a UNC path. You can keep the roaming profiles if needed.

In small networks, I combine this with domain based DFS so that if the servers have to change at a later date, I don't have change the GPO

Solution 2:

This is achieved using folder redirection, where you stipulate that the my documents folder (for example) resides on a network device.