By file, I have to assume you're talking about a song... How are you importing the tracks to the iPod? If you leave the file where it was, or maybe a shortcut there, it shouldn't copy it over twice. Then again, without knowing what software you're using it's difficult to say. Also, IF you use iTunes and change where the song is, you can get info on the track and tell it where you've moved it to, so that it DOESN'T try to move it twice (just to be nice).
As for updating the info, it should update the iPod's track on the next sync.
I only use my iPod with my PBG4 so I don't know for certain about the windows side. I'd imagine that if you're using iTunes to do the sync, that the above will hold true... Best way, from my experience, is if you move a file, just make sure you update iTunes to reflect the song's new location. Then you don't have to worry about it at all.