To make things easier for you to find, these files are put into directories or folders. The analogy to a file cabinet fits very well here. The data files are just files like any other file. If the application you choose to use can understand that particular file format, it will open it regardless of which application was used to create it. Each document is a separate file.
All applications read at least one file format.
Many applications read multiple file formats. Your data files are separate from the application. The computer cannot read your mind.