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what is the purpose of '建' in '新建文档'?

'新文档' it means a new document ,it's a n, but '新建文档',it means you bulid a new document,it's v.

usually 建 means build.
in your case, 新建文档 means creat a new file， as verb+ object
or as you said 新文档/新建文档 ，new file/document OR newly created file/document，it's like an adj 。and you can use 新文档 。