While Donald Trump is busy running the country into the crowd, what's ol' Melania up to? A woman in a dark coat and beanie appears serious, standing in front of a backdrop with metal and machinery After all,

Melania has been busy shooting her documentary," one source tells PEOPLE, "and that has taken place in several locations"

The first lady usually “keeps to herself” when she’s in Palm Beach, though she attends dinner with Donald “on occasion,” a social source shared.