Can we store any kind of data inside the execution?

Yes. Valohai doesn't limit what kind of data is stored inside the job. You'll mostly be limited by available disk space on the machine.

If you want to access your files after the execution is over, you'll need to save the files as Valohai outputs using valohai-utils or writing to the outputs directory. You can find the output directory in the environment variable VH_OUTPUTS_DIR (output_dir = os.getenv('VH_OUTPUTS_DIR'))