The Directory and File objects are different because the targets they describe are different. A Directory refers to a disk directory (or similar) which contains a collection of Files.
If you like, think of a Directory as a special type of file which tells you where to go to get to each file. It's wrong in many ways, but it may help you to think about the structures a little better.
So a Directory object does directory related things, like listing the files in it, while a File object does file related things, like listing the file attributes, the size, and so forth.
For more detail, see the
Directory class[
^] and
File class[
^], both on MSDN