Whenever I change my damaged screen then my phone has waterproof or not

There is no iPhone model that meets the waterproof requirements, they are just water resistant.

If you have your screen replaced at an Apple Store or AASP (Apple Authorized Service provider), your phone will keep the water resistant feature.

Regards

Giulio

Your phone was never waterproof, it was water resistant.

If you had the screen changed by Apple it should have the same water resistance. If you had it changed by anyone else then there is no way of knowing.