I had the same questions recently...what exactly goes into an engine?
I've been doing these tutorials and playing with a lot of other components such as Ogre3D, etc for over a year now and finally wanted a definite answer for that question.
I just got this book the other day and it is really the only book I've found (so far) that discusses the components of an engine in a very easy to understand manner. The thing I like the most is that it gets to the point...unlike some books that seem to ramble about quaternions and shaders for 500 pages, it gets to the point on what components go into an engine and how they fit together.
Hopefully it helps! :-)
http://www.amazon.com/Ultimate-Architecture-Charles-Development-Paperback/dp/1584504730/sr=8-1/qid=1171505711/ref=pd_bbs_sr_1/102-4175445-7784929?ie=UTF8&s=books