For those who don't understand how it works:
KDZ file contains 5 images like: boot, recovery, firmware, baseband and system.
When you flash KDZ file on your device new images replace the old images that were before on the device. That means your device "forget" everything he "knew" before.
If you flash KDZ file on the rooted phone you gonna recieve unrooted phone after flashing.
If you want to install CWM on your device you have to get root before.
Every time you want to flash KDZ file I recommend to do this from Download mode (Volume+ & Power).
Device: Samsung Galaxy Note 2 ROM: N7100XXDLJ2 Carrier: Pelephone IL