Well, I believe their ships are known as "World Ships" or something like that.
I'll see if I can find confirmation.
Quote from StarCraft Wiki »
Worldships were "mighty" xel'naga ships.
Worldships were capable of landing on planets, as well as remaining above planets when the xel'naga didn't want the inhabitants to notice them. At least one Worldship was attacked by the protoss who jumped on it as it took off; the protoss fell to their deaths.
Xel'naga ships were protected by reinforced hulls and sharp crystals. This failed to protect the xel'naga fleet against the attack by the zerg.