You can specify a name for a new volume by inserting it followed by a colon and the destination path, like so:
$ docker container run -it --volume [name]:/data [image]:[tag]
You can create files in your new volume very easily:
/ # touch /data/test.file
After deleting a container the volumes remain secure and can still be accessed and loaded into new containers. This is an effective way to preserve the state of your containers.