A Data Store is a BPMN construct that represents a storage location where data is stored and retrieved and can be accessed among multiple process instances, including for different process models.
It can represent a database, file system, or any other storage mechanism.
You might use a Data Store when it is not sufficient for data to be accessible in just a single process instance, but it needs to be shared across process instances.
If you a have a use case where you need to store data and access it from multiple different process instances, you could also consider using a Service Task to contact a database external to SpiffWorkflow, either via a database library in a connector or using a database via API.
All of these mechanisms work well in SpiffWorkflow, so the choice will depend on your storage and performance requirements.