If you copy (using Save As) the part and its owner-associated model, but not the drawing, then the existing drawing is not related to the new part. This is because the new copy of the CAD model no longer has a drawing (that is, it has lost its drawing reference link).

When you copy a model, its drawing, and its owner-associated part, then the new drawing and part are related. This is because the new model has a drawing reference link to the new drawing.