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They may not ask to see any documents; for most business visitors they probably don't. But if they decide to look at you more closely and you don't have any evidence supporting the claimed purpose of your visit, you could be denied entry. The burden of proof is on you.
So you should indeed have some evidence of your travel plans showing that you are a genuine business visitor. If your visa application was submitted for your present trip, you should bring the documents you submitted with the visa application. If your visa was granted for a prior trip, you should bring analogous documents.