In Racket, a vector is a fixed-size contiguous array of memory. The values in each slot of a vector are tagged pointers so values like fixnums don't require any indirection to reach (i.e. they're unboxed). Racket also has specialized vector types for storing fixnums (fxvector), floats (flvector), strings (string) and bytes (bytes).
Other Schemes and Common Lisp have similar constructs. Just because a language is a lisp doesn't mean its primitives have to be implemented using cons cells.
In a traditional-style Lisp which has atoms and cons cells, "atom" is not a specific type. It is a category which means "not a cons cell". Everything that is not a cons cell is an atom: symbol, string, number, character, vector, I/O stream, function, class object, ... Notice vector in there.
I looked into the Racket Repo to find something, but had a hard time finding the code.