I made a test myself by writting a simple robot, which I have packaged into a robot .jar file:
This robot reads a test.txt file and writes the content out to the robot console. The test.txt file exists under the example/DataBot.data dir.
On the local system, robot data is located under [robocode dir]/robot/.data/[robot package]. This folder allows robots to read and write to their own files using "standard" I/O, which is not necessarily possible to do directly on the .jar file for the robot, which could be locked, read-only etc.
When the robot is packaged using the Robot Packager, the .jar file should include a similar dir as XYZ.data, where XYZ is the name of the robot.
However, the Robot Packager in Robocode 1.8.3.0 (the newest version of Robocode when writing this) is broken so it does not include the data for the robot.
It used to work in older version of Robocode. I have created a bug report here so this issue can be solved:
Currently, the work-around is to either create a XYZ.data dir inside your .jar file containing the files you need to read. You could also copy the [robocode dir]/robot/.data/[robot package] into your XYZ.data dir in the .jar file.
Have a look at the /example/DataBot.java source file my .jar file above. It shows you how to read out the content from the file included in the .jar file. Also have a look at the folder structure in the .jar file. :-)