Playback can use two types of data which is selected by the user via the Playback controller.
Market Replay data is recorded and stored in compressed files located in the Documents\NinjaTrader 8\db\replay directory. These files can be shared by copying the contents of this folder to another NinjaTrader installation, or by using the Backup & Restore utilities to create a backup file of the replay data and restoring this to another PC.
For Historical playback NinjaTrader uses historical Tick data. You can export and import Tick data via the Historical Data Window. Please see the exporting and importing market data sections of the help guide for more information.