It depends on a field. In my area, it is nowadays quite common to provide additional information in GitHub repository. GitHub, while being primarily software sharing platform, fits quite well to such task, as research (in a form of journal/conference publication) is typically supported by some code that was used to collect data and process/analyze it, datasets themselves and the description of these datasets (i.e. metadata). On top of that it is easy to create a set of web pages or even site using GitHub Pages.
Sharing data on GitHub works like a charm if your datasets' volume is moderate (say, <100Mb). If larger, then a Github repo may contain code, metadata, some sample extracts from the datasets and, in addition, specifies how to access the datasets themselves. The latter might be direct links to the data stored in, e.g., Dropbox or some other online storage, in your department/organization storage system (if there is such), etc. And/or it might be just instructions on how to obtain the datasets (request by email, etc.). In addition, any other related information can be specified there - like copyrights, how to refer to a publication and/or its supporting materials, etc.