@Anonymous ,
Shared Documents is a Library (as are all things containing files in SharePoint) and if you connect to it, all files are available in a gallery with the Items set to the Library. I have just tested a large Library and could see all files, some four folders deep.
There are two properties you need to include in your Gallery - 'File name with extension' (the file name) and 'Folder Path', which is self-explanatory.
However neither are Delegable, so you will have issues filtering on this in large (over 2000 items) libraries.
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