Are you thinking of OMFI files used by the Avid clan?
The only files I've noticed Vegas automatically making are the .bak(s) and .sfk(s).

.bak = .veg project backup file
.sfk = the waveform info of your audio

So, Yes; it points to the existing file
If there's Audio it creates a .sfk
If you have it selected in your preferences it will create a .bak
(neither of which 'super juices' your editing experience)