It seems to be hit and miss, at least with the current PyCharm integration. In some cases it can infer information using other files, in some cases it can't (even if they are open in other tabs).
As someone who switches between PyCharm and VSCode, I find that Copilot seems to work better in VSCode for some reason. Nothing major, but the suggestions I get just seem slightly more relevant to my code base, and are more often what I wanted.
Although I could be hallucinating the whole thing.
