This image contains a minimal Java8 install and the Sonatype Nexus 3.0.0 release 7 software. The software is configured to expose port 8081 and to store its data in /opt/sonatype/nexus/data. You should store your data in the host OS, for example, running:
docker run -p 8081:8081 -v /hostOsDirectory/nexusdata:/opt/sonatype/nexus/data level11/nexus3r7
(replace "/hostOSDirectory/nexusdata" with some directory that you've created on the host operating system).