I'm only familiar with SOLIDWORKS, so I can't comment on how CATIA can work.
In the context of SOLIDWORKS, I think we are considering a feature to be an entry in the feature tree. But, if the feature absorbs multiple other features (like a loft absorbing the profile sketches), it is considered a single feature still.
But a plane would be a feature. A non-absorbed sketch is a feature. An extruded boss, or cut is a single feature even though boss work by absorbing a sketch. A fillet is a feature.
We are also limiting these challenges to pretty basic parts. Simple stuff that can be made normally in under an hour. But, trying to make them in the fewest number of features can often take extra time.
These puzzles and challenges are just for fun. I'd never advise anyone to actually make parts with these techniques.