R changes the working directory to vignettes when it builds the vignette, so if you put your data file in vignettes/mydata.rds, then in the vignette you can read it with
readRDS("mydata.rds")
If you want to support R versions older than 3.5.0 then you need to save the RDS file in version 2:
saveRDS(mydata, "vignettes/mydata.rds", version = 2)