Basic question: where are the files?

Hi. Noob to Captivate. Using v.4.

I created a small project called "First-try" with about 20 slides. There's a 4MB file in the "My Adobe Captivate Projects" folder called "First-try.cp." I understand that this is the project file.

What I'm not clear on is if this represents the whole project including all text, media, etc. I'm used to things like RoboHelp, where a project has a folder, and inside that folder is a coordinating project file and then a ton of media and related files.

Is all that stuff really crammed into that one .cp file?

Thanks!