Is it possible to archive documents associated with processes, at the same time

What do you mean by 'archive'? delete them or move them to another location?
There are a few options possible to do what you're looking for but would be useful to understand your archiving strategy before that.

We would like to move to another location the archived processes that are older than 2 years with their associate documents.

One option is to use the 'Messaging' feature of the End event to notify a listener of the action (Ideally write the data and the expiry time in the database) and run a process on a timed basis (once a week or once a month) to read this data and perform the necessary action if the time has past.
Hope this helps