Windows server domain controller doubt

Hello, I have an office with 10 computers and 15 users,  and I want to have all the data of the computers in a unique machine/server.

I am thinking of installing  windows server 2019 on premise and creating a domain controller for the computers.

My doubt is.  if when I create thee computers and users in the domain controller,  All the user data, will be saved in the server ( desktop, my documents, my downloads, images...) or will be saved in each computer independently. 

I'd like each of the users that login in any of the computers and they will have all his environment with data and applications, desktop,  independently of the computer they use. 

Is it possible to do it with domain controller in windows server? or I need anything else? 

Best regards