Datablocks are linked to Objects (Blender uses OOPS, Object Orientated Programming System) in a heirarchy. First the Object Data (where it is in Global Space and how it relates to the Scene [parents, layers etc] within the file and links to other files.
Second is the ME:mesh and CU:curve (etc for all object types) that cashes all data relating to Local Space (how many verts, CV’s whatever and where each is in relation to the Object Center).
Then Materials (which must exist to add) Textures and so forth…
The World is treated as an (virtual) Object.
You can use the Outliner fully expanded to see the tree heirarchy of how blocks of data are linked to an object.
Naming your links is most important, especially when you start using multiple files. It’s a bummer trying to append an object and find Cube to Cube.015 and you don’t know which one is which. You got to work out your own convention since you’ve got to live with it.