Games often have own resource system. Instead of loading individual files (jpg textures, png images, mp3 files, ogg files, meshes) they pack all of those data into some "smart" file. It is a middle layer.
1. orginal files (models, textures, entities) -> pack into "game_resource_file"
2. load "game_resource_file" in game
Answer to the question: yes it should make loading faster.
But there are some flaws: as you see you need at least two steps to have a resource in your game. When you change one texture (out of 100) it can take long time before you can see it on the screen. You have to take that texture, rebuild your resource file and then load in the game. Without that you simply load a changed texture in the game directly.
This resource pipeline problem is very important and can save (or add) large amount of development time.