I Recently installed Centos and found this file and I don't know what it does and in the home directory all the files(Documents, Downloads, pictures,videos) are missing or does it come empty
It's the kickstart file made by the anaconda installer based on your configured settings.
There is full description from RH:
The Red Hat Enterprise Linux installation process automatically writes a Kickstart file that contains the settings for the installed system. This file is always saved as /root/anaconda-ks.cfg. You may use this file to repeat the installation with identical settings, or modify copies to specify settings for other systems.
Taken from access.redhat.com/documentation