The season challenges in Deep Rock Galactic brings new objectives, and one of the randomly generated objectives you might get from the Season Challenges is to find and collect a Data Rack.
When you get this challenge, the game won't go out of its way to tell you how and where to find these Data Racks, but luckily for you we got the answer right here.
Data Racks are found on any of the Industrial Sabotage mission. You will have to collect and give the Data Rack to the MULE as the final part of the mission, so you cannot miss this if you play any Industrial Sabotage mission.
You do need to complete a series of Assignments to unlock the Industrial Sabotage in the first place. This is one of the first assignments most players complete, so you have probably already unlocked it. If not, head to the Assignment Board and accept the Spec Ops: Sabotage Training assignment.
When you finish the 3 missions required for the Spec Ops: Sabotage Training assignment, all Industrial Sabotage missions will be unlocked, so just complete any of these to find a Data Rack.