DM values are nornally non-volatile unless you have purchased and installed the MX-RTC option which allows the DM data to be saved after power down.
You can also save data that you want to be non volatile into EEPROM by using the SAVE_EEP command. However, during execution of the SAVE_EEP command all interrupt to the systems are disabled. Also EEPROM has life span of 100K rewrite cycle, so it is not meant to be used to store data that changing all the time. Its main purpose is to store some configuration data that can be retrieved after the PLC is power up. See the example "EEPROM.PC5" in the "TriLOGI\TL5\usr\samples" folder for examples on how to save the data into EEPROM.