All bodies of mass have gravitational attraction to each other. However, the force of attraction is typically too small to perceive on the kinds of scales that we are used to. When objects start to get to the size of planets, they will exert gravitational forces on each other, causing them to orbit each other in space.
When there is a single central body that has significantly more mass than the other objects, we can leave out the gravitational forces of attraction between the smaller objects and focus only on the gravitational force of attraction between the central mass and the orbiting planets.