Yes, the Site file (*.SIT) and the meteo file (*.MET) are associated to the project when opening the project.
I'm not sure I fully understand what you mean by "associated". Does PVsyst detect when the information in the SIT and/or MET file is different from the PRJ file? Or do the SIT and MET file contents always get copied to the PRJ whenever the PRJ is opened? Is the PRJ information copy perhaps more of a back-up in case the SIT or MET file get lost?
Now if you have performed a simulation with a given site, the variant file (*.VCi) will store the values of this site as Input parameters of the already performed simulation.
And if the variant is simulated again, will it use the data from the VCi file or from the changed SIT and MET?