I have a script that gathers data from an API, and running this manually on my local machine I can save the data to a CSV or SQLite .db file.
If I put this on AWS lambda how can I store and retrieve data?
with aws lambda you can use database like dynamo db which is not sql database and from there you can download csv file.
with lambda to dynamo bd integration is so easy lambda is serverless and dynamo db is nosql database.
so you can save data into dynamo db also you can use RDS(Mysql)  and use man other service but best way will be dynamo db.
Using AWS Lambda to run Python script, how can I save data?