I've seen a lot of games use something similar to a .DAT file or a specific file type that the game has for itself. I'm just beginning with C++ and DirectX and I was interested in keeping my information in something similar to a .DAT.
My initial conception was that it would hold information on the files you wanted to store within the .DAT file. Something similar to a .RAR file. Unfortunately, my googleing skills did not help me in finding the answers.
Right now I'm simply loading textures and sound files from a folder called Data.
EDIT: While I understand that .DAT is short for data, and I've found that a .DAT file generally contains any assortment of information, I'm still unsure about how to go about doing something as packing images and sound files into any type of file and being able to read them.
I'm not sure about using fstreams to achieve my task, however I will look into streams related to storing data and how to properly read from that data. Meanwhile if anyone has another answer to offer based on this new information, it would be appreciated.
EDIT: Thanks to the answers, I stumbled across a similar question on stackoverflow and felt I'd share it here. Combining resources into a single binary file