The occult is nothing more than hidden knowledge. There can be something mystical or supernatural in some knowledge, but all hidden knowledge is not. There is much that out own government keeps from us, and that knowledge could be referred to as occult, but you would not say this knowledge is supernatural.....unless you know something that I do not.
This is the closest I see so far to the historical source of the word "occult," as well as to how that word came to be associated with the various things that people think of when it is said today.
The word itself goes back to the Latin word occultus ("clandestine, hidden, secret").
It is commonly used both to refer to what IS HIDDEN, and to what people think SHOULD BE hidden, often as not.
Going back to R2D2r2d2's original question, there can be "occult" knowledge or concepts that are a PART of a given religion, and there can be entire religious beliefs that people think or want to be "occult," or "hidden away."
Some parts of some religions are hidden from all but the topmost leaders, because a great deal of knowledge and experience is required (at least in the minds of those hiding the stuff they are hiding) before someone can deal with them without going nuts. Some parts of religions are "occulted" because the leaders fear that newer followers will be driven away or lost if the "occult" stuff were formally and openly talked about.
And there are some religious things that are made "occult," or hidden, just for the sake of making the leaders seem more powerful or "cool.
Ironically, much of what is called "the occult" nowadays, has nothing to do with secrecy or "hidden" knowledge, it just has to do with stuff the people in power
disapprove of.
Or with toys that Hasbro wants us to buy.