If im going to upgrade my SuiteCRM current version to latest does it change all the setup id made in my SuiteCRM and also does it affect my files saved from the database ?

It is good practice, before an upgrade, to:
. take a full back-up of your database before running the upgrade
. take a full back-up of the whole SuiteCRM folder, including, recursively, all sub-folders and files
. create a clone of your current installation (db + files)
. run the upgrade once on the clone
. test thoroughly the upgraded clone
. if everything is fine proceed with the upgrade while still keeping your back-up intact