It depends on what you mean by "damaged." Here's the breakdown:
Cheats themselves don't directly corrupt files, but poorly written or malicious cheat programs can corrupt saves or install malware.
Cheats break intended balance and challenge, often diminishing enjoyment and satisfaction.
Cheating is a serious offense—ruins others' experiences and typically results in bans.
Anti-cheat systems may detect cheats and corrupt or invalidate online saves.
Bottom line: Cheats don't inherently damage files, but bad ones can. They severely impact enjoyment and carry heavy multiplayer consequences. Play as intended for the best experience.