Does that mean that the original clip will de affected by the changes?
No, you will be prompted to save it as... after you apply the effect.
It's a simple process to move the event to it's own track so you can use real-time FX instead of destructive FX.
Simply insert an audio track below the track containing the event you want to apply the effect to, highlight the event > press 2 on the numeric keypad and the event will drop down in sync > add the FX you want to the track or buss.
No. A new file will be create - which you are given the chance to name. The new processed file is added to the event as a new "take", that you can then manipulate as you see fit.