Add rosdep init step into "first time release" -guide (backport #4697)

[mergify[bot]]

Resolve #4696

As a reference for the initialization, I used the init step from here:

• https://docs.ros.org/en/jazzy/How-To-Guides/Building-a-Custom-Deb-Package.html#initialize-rosdep

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  This is an automatic backport of pull request #4697 done by Mergify.

[github-actions[bot]]

HTML artifacts: https://github.com/ros2/ros2_documentation/actions/runs/10683597479/artifacts/1886056104.

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