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.

The purpose of a vector in Lisp is to provide contiguous storage with integer index addressing and O(1) access time.

Cons cells are typically used to provide lists with O(n) access time.