So as title states, I would like to create a simple text file, that I could write to from my C# application, and copy it to my PC trough an USB cable.
Just to be clear, I would like to write a file to this place, because I can access this from my PC.
There is a capability for writing to the Documents folder on the phone, but adding it to your manifest would cause your app to fail the certification process in the Windows Phone Store.
The capability is called
documentsLibrary
If you declare it, you can then read and write files in
KnownFolders.DocumentsLibrary
.