Each dataset that is published gets a Digital Object Identifier (DOI). A DOI is the persistent identifier of your dataset. This link can be inserted into your paper, but you can also use it in other places, for example in your ORCID record or as a reference on a website, basically anywhere you want to link to your data. Use it to make yourself more visible and findable.
When you are submitting your paper for review, you are likely required to already provide a data availability statement which includes the DOI to your dataset. But you don’t want to release your data before your paper is published. It is possible to reserve a DOI, by creating and saving your dataset (complete as much of the dataset as you can). When you save a dataset, a DOI is created. This way, you have a DOI to add to your submitted paper. Keep in mind that the DOI is inactive until your dataset is published.