Applications hosted using Dokku run in docker containers, and all the data is lost every time the app is re-deployed. For permanent storage we either use a database or mount a volume, as described below.
# Create a Storage volume in /var/lib/dokku/data/storage/fallinprices
dokku storage:ensure-directory fallinprices
# Mount this directory into a folder on the container
dokku storage:mount fallinprices /var/lib/dokku/data/storage/fallinprices:/app/storage
# The folder is now available in the container at /app/storage
# Copy your database sqlite files into this folder. I had to scp them in my case
# restart to take effect
dokku ps:restart fallinprices
How to use files
Inside the container, files are at /app/storage/.
Personally I set an environment variable: dokku config:set fallinprices DB_DIR=/app/storage/. In PHP the directory path is accessible at $_ENV['DB_DIR']. Use a different value in your local environment.
Permission issues
If files are created outside the container, you may run into permission issues.
For example, a file created in /var/lib/dokku/data/storage/fallinprices is owned by root, not by the herokuish user, so the container can't write to it.

Fix: copy the file into the container, then delete the original outside. You will have to rename the copied file inside the container.