ArcCatalog is like the 'Windows Explorer' of the ArcGIS software suite. Having a data management software specifically designed for spatial data allows us to see spatial data a single files instead of the several part they are made up of. ArcCatalog recognizes these individual files as all being part of a single file, thus displays it that way.
When we look at spatial files in Windows Explorer, we see examples like the following screenshots
Using Windows Explorer to copy/move/delete geodatabase files or shapefiles can lead to mistakes if one fails to copy all of the files associated with a spatial file. Thus, a 'good practices' habit to get into is using Windows Explorer when zipping or moving entire folders of spatial data, and using ArcCatalog for moving everything below the folder level.