I make few modifications to mate-panel and caja to use the new gtk-3.0 bookmarks file ($HOME/.config/gtk-3.0/bookmarks) instead of the old one ($HOME/.gtk-bookmarks). So, you can have all the shortcuts (Documents, Images, Download, ...) in the places menu applet by default :
If you want to test, use the command xdg-user-dirs-gtk-update to create the file with the default folder. For example :
Download the deb files (amd64 only) here : dl.free.fr/c51YvwbWN
Extract the file and use the command : sudo dpkg -i *.deb
Restart the computer and test.
I made patch files about the few modification that I made (from apt-get source caja mate-panel) :
If someone can test it and tell me if it work.