Docker volumes are an essential feature for managing data persistence in containerized applications, allowing data to be stored independently of the container's lifecycle, thereby facilitating backup and data sharing across containers. Unlike bind mounts, which can suffer performance issues on Docker Desktop for Windows or MacOS, Docker volumes are stored in a single location and managed directly by Docker, making them the preferred method for persisting data. The guide explains how to create and manage Docker volumes both implicitly and explicitly, including usage in Dockerfiles and through docker-compose, highlighting the ability to share volumes between multiple containers and even save data to remote servers using alternative volume drivers. Best practices for Docker volumes include mounting them as read-only when possible and using environment variables in production for host paths or volume names to ensure security and efficiency. Additionally, the guide emphasizes the role of Docker in the DevOps ecosystem and introduces Earthly as a tool for optimizing continuous integration processes by leveraging containerized builds.