"[rti_connext_dds_cmake_module][warning] RTI Connext DDS environment script not found (\resource\scripts\rtisetenv_x64Win64VS2017.bat). RTI Connext DDS will not be available at runtime, unless you already configured PATH manually."
It means not found. First, you need to install this thing, and second, you need to run the script.
call c:\Program Files\rti_connext_dds-5.3.1\resource\scripts\rtisetenv_x64Win64VS2017.bat
call d:\pro\ros2-windows\local_setup.bat
After running these two items, you can run the test program.