The short answer is yes and no. The long answer is these objects will be used in your simulation just as they are, to some extent.
For example, the Location object specifies the latitude/longitude and altitude. These values will get updated with the new information from a different weather file. Although the simulation will tell you with a warning (see *.err) that you did not update the input file's Location object with the correct information if the new location is sufficiently different. So this object won't really be used in the new simulation. The location object simply tells a different user of this input file what location was used to set up all other information (e.g., minimum code wall R-value may be location specific, or more accurately, climate zone specific).
The Site:WaterMainsTemperature object will be used as specified in your input. I you have specified Calculation Method = CorrelationFromWeatherFile then yes, the new weather file will be used, if not, this object's information will be used whether Calculation Method = Schedule or Correlation. For the latter calculation methods, the data in this object should also be updated when the weather file is changed. See the EngineeringReference.pdf to see what the equation is if Calculation Method = Correlation.
The SizingPeriod:DesignDay object will be used in your simulation regardless of which weather file is used and is specific to a location. This information will be used to autosize components in your input, that is if you are using autosize in your model. If you are autosizing and really want to model a different location, even if the location is in the same climate, this information should also change even if just by a little bit (or more depending on new location).
The design conditions in the weather file header are used to create the ddy, the ddy file can be used to manually update other information in your inputs (e.g., SizingPeriod:DesignDay). However, you could use the SizingPeriod:WeatherFileDays object instead, and with this object the new weather file information will be used. Using the time-series data within that weather file, not the header design data specified at the top of that weather file. Since weather files are a mix of periods throughout time (over several years or decades), choosing specific days from a weather file may not give you what you expect. And remember that constructions and materials used in your input will not change.
You can read about each of these objects in the InputOutputReference.pdf to be sure you understand the usage for each. Also read about the SimulationControl object to see which of those inputs are appropriate for your choice of simulation method. For example, you may not want to run an annual simulation until all this is worked out. You may also choose to simulate either SizingPeriod:DesignDay or SizingPeriod:WeatherFileDays as desired to see how your model is responding.
