There are several options - e.g. using userDefinedTable (aka forma and List in DNN 5), with a filter on the current user, i.e. admins get all records displayed and users only their own. However, you have to upload and associate each document with the userid, username or another user propery (employee number).

Other options are using 3rd party modules, e.g. Bring2Mind UserFiles (userfiles.codeplex.com) or a modified version of Ventrian FilesList, modified to use useriid as part of the directory path (afaik this is not included). However, make sure to use secure folders, otherwise anyone, who is able to guess the file name and path is able to download a file.