So essentially this is what I want to do,
do{
Object name = new Object();*Create new object*
Object.method*run created object through a method*
Scanner keyboard = new Scanner(System.in);
System.out.println("Do you wish to continue entering data");
String answer = keyboard.nextLine();
} while (answer.equalsIgnoreCase("Yes"))
Do I need to create arrays to make this work? If so how would that work?
No it would not have to be saved for any reason if you just wanted it to run a program (I assume method).
This method also saves you memory because you do not create a new Scanner or new memory each iteration of the loop.