The 'Layout' file is different to all the other HTML pages in your store as it serves a slightly different purpose.
Firstly, the 'Layout' file includes the <head></head> section. Without boring you with the technical details, this is a section of HTML that is not visible in your store but includes lots of vital information, including telling web browsers how to process your page and helping search engines to find your store. The other pages in your store don't have their own <head> section, they just pull in the one in the 'Layout' file.
Everything else in the 'Layout' file is also included on all the other pages in your store. This means you can use it to add any elements which will be consistent across your store, such as headers, footers, sidebars and menus.