If I delete a user, are the documents generated by them deleted?

No, the documents are not deleted, in fact the employee will continue to appear as creator, agent or both if this is the case.

What you will not be able to do is to select that employee from the "created by" or "agent" filter button from the top right filter button found in each document section, nor will we be able to filter by that agent or creator in the reports section.

Where you can filter by that agent/creator is in each section by typing its name in the search engine that exists below the sections created by and/or agent.