If it were just liners like in a slip joint or lock back I'd say the unhardened would work but you are better off to heat treat it in my opinion.
For the liner lock you want to heat treat it for a couple reasons. Spring the lock where you want it and have it heat treated that way. It will be better at keeping that memory once done. Also, drill and thread any holes you want in it before heat treat, and most importantly heat treating the lock will make it wear much better against the blade than annealed. The annealed state will allow the blade to have its way with the lock indenting it and deforming it with shocks from use so yes get at least that side heat treated but honestly I'd do every metal part in it that you use if they are not hard already.
Talk to Peters Heat Treat Service or Texas KnifeMaker Supply about getting it done. You will probably get a better deal with either of them unless someone here chimes in to give you a hand if you can't do it yourself. Most places anymore seem to have minimums so it may be something you want to shop around for or talk to someone about sending your parts in with theirs to cut cost on your end. 440C can be run with other steels so its not going to be a big inconvenience for most I don't think.
STR
