A DATA object is not stored in the database, but is created for you to work with temporarily when you create and run a query. All data is stored in the database in tables. If you want to save the data in a DATA object, you must save it as a table.
To save a DATA object as a table, enter the following on the QMF command line:
SAVE DATA AS tablename
where tablename is the name you want to assign to the new table.