Some more misconceptions...

First:
It has been stated before: bitcoins aren't a physical thing... You cannot hold a bitcoin.
Bitcoins exist as a number of unspent inputs, records into a decentralised database that say that address x has x BTC worth of unspent inputs.
The person holding the private key for address x can also generate a valid record that can potentially be added to the same decentralised database, that transfers the unspent inputs of address x to address y. In that case, the person holding the private key for address y can use the new, unspent inputs.
If you want to know more, i suggest using google to find more info on how bitcoins work exactly. There are tons of sites dedicated to this topic.

Second:
blockchain.info => a company that owns a block explorer and an online wallet provider
the blockchain => the ledger (database) consisting of physical files stored on hundreds of computers... The database of each and every transaction ever made.
Your transactions are stored on The Blockchain, offcourse, the node(s) of blockchain.info also downloaded The blockchain, so they also store your transaction, but they're just a company running a couple of nodes, they do not own the blockchain itself.
I know, it's confusing that a company chose a name that is the same as the technology they're using, but that's just the way it is...