If I click "Do not translate this segment" icon, will the same setting be applied to the new file's segment?

No, if you click the "Do not translate this segment" icon, the setting is only applicable in the current document in use.

If there are a lot of text in the source document that you do not need to be translated, please delete the relevant section before 

uploading the file or copy source tect to the translation part and add the segment to the Phrases.

The segments added as Phrases, will be translated the same way in the new documents as well.