Something that is documented has been written down or recorded. Even if you cannot yet bench-press your 500-pound goal, keeping a written log of your workout schedule at least ensures that your fitness efforts are documented.
Documented evidence is often in writing, but not always. If you think your little sister is helping herself to your allowance, you can create a documented case by recording a video of her breaking into your piggy bank. Documented can also describe an event or a discovery that has been proven — such as "the documented discovery of a dinosaur fossil in your backyard."