Polygon blockchain can be used to store data. But is it really worth the cost? To put into perspective 1 byte of a data can cost you 50 gwei gas in matic token, or equal to about $0.0166 in today's market. It maybe small for just one byte of data but let's say you want to store a file with 1 GB data (10^6 bytes) it will cost you 6.4x10^11 gwei or 640 matic. Even matic consumes less gas then too its not easy task to store it in on-chain. The solution for this is IPFS, the InterPlanetary File System.
What is IPFS?
IPFS is a distributed system for storing and accessing files, websites, applications, and data. Using IPFS as a storage you don't need to store entire files to polygon blockchain you just need to store the hash of the IPFS to the polygon blockchain, thus make it much more cheaper then just storing the file. For more details refer IPFS docs.
1) Tutorial in scaffold-eth that demonstrates how to mint an NFT on Polygon with IPFS link
2) Building a full stack web3 app with Next.js, Polygon, Solidity, The Graph, IPFS, and Hardhat link