Not necessarily.
You heat it to non magnetic and then slow cool in vermiculite, wood ash, etc... that softens the steel.
To prep for hardening the steel you will want to anneal the blade two or three times. Bring the blade to non magnetic and air cool. This releaves any stresses in the steel.
Once your ready to quench the blade to achieve hardness you really need to have an idea of what kind of steel it is. Many files and rasps are 1090 series steels. Newer files are often different steels. If you know what kind of file it is and the manufacturer - Get on the web and do some research on the steel type. That will tell you what heat to anneal, normalize, and quench the blade at.
If no info can be found take it to barely non-magnetic and then quench in oil ( not water ). check the hardness. If it is to soft - re-anneal and then try again at a slightly higher temp. Sometimes with unknown steels it takes some effort and playing with steel temps. to get the hardness right.