This functionality in the Designer is called "debug mode" and it is set to "true" by default in case you run the graph from the Designer. If you want the debug data to be saved even though you have not started the graph directly from the Designer, you have to set a property debug_mode to "true" explicitly.
In the Server console, this can be handled by using configuration properties available for a job or the whole sandbox (see Job Config Properties
chapter in the documentation).
The data are then stored by default in <java.io.tmpdir>/clover_temp_node01 directory in the folder named after Run ID (the exact path can be viewed and updated in the Server console -> Configuration -> Temp Spaces). Or you can review the data back in the Designer by connecting to the specified Run ID:
Have a nice day, Eva