You have to specify volumes in your docker-compose to make the data persistent. You can access the data in these volumes either in a local directory or in the specified volume.

Local directory in the project directory where your docker-compose.yml is located:

services:   
    odoo:
        container_name: odoo-15
        image: odoo:15
        volumes:
            - ./config:/etc/odoo
            - ./extra-addons:/mnt/extra-addons
            - ./data:/var/lib/odoo
    ...

    If you are using volumes you need to create the volumes first:

docker volume create 

 Then you can use these volumes to bind your data: 

services:   
    odoo:
        container_name: odoo-15
        image: odoo:15
        volumes:
            - odoo-config:/etc/odoo
            - odoo-addons:/mnt/extra-addons            
            - odoo-data:/var/lib/odoo

    ...      
volumes:    
    odoo-config:        
    odoo-addons:
    odoo-data: