If you've been using the in-memory object store for development, obviously you'll need to switch to a persistent object store before you deploy.
Going into the details of that is outside the scope of this guide, but it's worth noting that you have a number of options:
the simplest persistence mechanism (albeit still only really
for prototyping) is to use the XML object store. You can specify
this in nakedobjects.properties:
nakedobjects.persistor=xml nakedobjects.xmlos.dir=/tmp/xml
more likely though you'll want to use a relational database. One option is JPA Objects, another sister project to Naked Objects (like Wicket Objects itself, in fact). There's reasonable coverage in the DDDuNO book.
Naked Objects also has (will have) a JDBC-based object store, SQL Object Store
If relational databases aren't your thing, Naked Objects also has (will have) a BerkeleyDB Object Store