Yes, sticking them in the fire to heat (low red color) and then slow cool serves to remove most of the hardness the company imparted to it. So, after the grinding/filing of the blade to shape, you will have to harden it again and draw it back to proper knife hardness.
One thing you should remember about modern made files is that some of them are not as good a steel as the old ones. That's why I prefer to use known steels. Lin