The Cashew is native to Brazil which is still a major grower, though long overshadowed by India which has itself been eclipsed by Vietnam. Looking at the photo at the top of the page you can see the true fruit, shaped like a cashew nut, with a false fruit, the "cashew apple" above it.

Cashews are never shipped "in the shell" because the "shell", the fruit wall, is laced with dangerous levels of the irritant urushiol. Cashews must be shelled and prepared with great care to prevent toxicity. While rare, there have been cases where cans of nuts contaminated with pieces of shell have caused mass rash breakouts.

The "cashew apple" is edible but used fresh only locally because it is highly perishable, starting to ferment within 24 hours. It is used mainly to make jams and fermented and distilled into alcoholic beverages.
Photo by S.Ballal distributed under Creative Commons Attribution-ShareAlike v2.5.