You won't need to anneal it, If you want to put an edge on it. Springs are tempered hard enough to hold an edge but not so hard that a file won't bite(still much harder to file than annealed steel though). Even so your best bet would be to grind the edge, frequently dipping it in water so you don't wreck the temper.
If you wanted to do major blacksmithing on it to take the bow out or turn it into a conventional draw knife with tanged handles, then you would need to redo the heat treatment.
