Featured post differs from other themes. It’s merely newest post or newest sticky post (if any). Featured post applied on the first page of all non singular page except ‘search’ page.
Singular page is page that display only an item and the comments (if any and allowed). We call them `single` page, `page` page and `attachment` page.
So, featured post displayed only on index page (home.php) and archive page (archive.php). Note that category page is an archive page.