Do I need to call the batch file everytime i execute a ROS2 command in a new terminal

edit

No you haven't missed anything in the setup instructions. You need to call the setup.bat file in each terminal before running ROS 2. This is just like how you need to call the vcvarsall.bat file to get access to the visual studio command line tools in a command prompt.

On Linux and macOS you could automate this step by putting this "setup sourcing" command in your ~/.bashrc or similar. I'm not aware of something like this for cmd.exe which is global, though there might be.

Instead you could setup a shortcut which executed cmd.exe and the setup file as it opened the new command prompt. I don't have a link to a tutorial or anything like that, but you could look at the visual studio "developer command prompt" shortcuts, which do something similar, to see how they are setup.