It isn't a knife if it isn't heat treated. If it isn't, you'll know it in short order.
Any knifemaker worth his salt should know the proper heat treat process for the steel he is using.
That said, there are some makers and hobbyists that will temper a file or other hardened steel down to a more usable hardness then grind it. If one doesn't have the means to heat treat it is an option. It isn't the most efficient way to do it and can get expensive when it comes to grinding belts but it can be done. Those pieces are heat treated before being tempered and turned into knives.