I see, so instead of pointing on some host/network directory (as I do in Henrik's image) I can just map this directory and override it inside the container.
I think we need to mention this on the image's page https://hub.docker.com/r/dpage/pgadmin4/, I believe this is extremely useful, and even must be recommended for Docker deployment. Storing data inside a container is a way to instantly lose all data with every redeployment/image upgrade. One may also want to map directory /var/log/pgadmin to access logs in a convenient place.