A file system can be thought of as an index or database containing the physical location of every piece of data on a hard drive.
The Microsoft Windows operating systems have always supported, and still do support, various versions of the File Allocation Table (FAT) file system. In addition to FAT, all Microsoft Windows operating systems since Windows NT support a newer file system called New Technology File System (NTFS).
Some other operating systems also take advantage of FAT and NTFS but many different kinds of file systems exist. Wikipedia has a comprehensive list of file systems if you're more interested in the topic.