Each blend-file contains a database. This database contains all scenes, objects, meshes, textures, etc. that are in the file.
A file can contain multiple Scenes and each scene can contain multiple Objects. Objects can contain multiple materials which can contain many textures. It is also possible to create links between different objects, or share data between objects. A file can link data from other Blender files.
You can easily inspect the contents of your file by using the Outliner editor, which displays all of the data in your blend-file.
The Outliner allows you to do simple operations on objects, such as selecting, renaming, deleting, linking and parenting.