Hi studentin,
The answer depends on what your data looks like. The Nyquist theorem describes the required sample rate for reproducing the original waveform's frequency without aliasing. Let's say your digital data is an 8-bit pattern that represents a sine wave (perhaps the signal went through an 8-bit Analog to Digital converter). If you will need to analyze that data later to determine the frequency of the original sine wave, then you must sample at more than 2x the frequency of the original sine wave. (In this scenario, the A/D converter usually determines the sample rate).
If the digital data does not represent some kind of waveform as described above, then you do not need to follow Nyquist; you only need to sample at the rate of the data itself.
For example, if you are sampling the data pins from an EEPROM, then you need to sample at the same speed as the data is being clocked out of the EEPROM. You must do this to make sure you don't miss any of the data values.
I hope that helps!