People new to Docker often don't realize that Docker filesystems are temporary by default. If you start up a Docker image you'll get a container that on the surface behaves much like a virtual machine. You can create, modify, and delete files. However, unlike a virtual machine, if you stop the container and start it up again, all your changes will be lost -- any files you previously deleted will now be back, and any new files or edits you made won't be present.
Volumes in docker containers allow for persistent data, and for sharing host-machine data inside a container.