You can easily use a USB storage device (USB stick, external self-powered hard drive etc.) to store your roms, personal files etc.
You need to use a device with the exFAT file system. Recalbox will not format your device, it will only create new files on it.
You can add several additional USB storage devices.
When you're in the interface, plug in the additional USB storage device you want. You'll get a message on your screen asking you to either initialize or move the share. Press INITIALIZE.
**Don't move the share unless you know what you're doing!
For a few moments, Recalbox will create a folder named recalbox at the root of the storage medium, as well as a roms folder in the previous folder, and all the necessary folders corresponding to all the systems present on your current installation.
To add your roms to your additional USB storage device, you have two options: