Your Battle.NET account is linked to all Battle.NET games you own - Warcraft, Starcraft 1 & 2 etc. The mechanism they use for this is the Activation Key - an account can have keys for different games associated with it.
When you preorder Heart of the Swarm through Battle.NET it is already linked to your account.
If you preorder/buy from elsewhere - when you log in with your Battle.NET account in-game, the game should be associated with your account automatically.
So yes, your achievements in another game will still be linked with all your other games, so long as you use the one account.