explicitly call out setting the variables

It's commented above, but this leaves the optimization to leave them out for those who know more rather than just having it not work.

SROS2_Windows.md

@@ -64,6 +64,9 @@ Open a new terminal:
 
 ```
 call <path_to_ros2_install>/setup.bat
+set ROS_SECURITY_ROOT_DIRECTORY=%cd%/demo_keys`
+set ROS_SECURITY_ENABLE=true`
+set ROS_SECURITY_STRATEGY=Enforce`
 ros2 run demo_nodes_py talker
 ```
 
@@ -71,5 +74,8 @@ Open another terminal:
 
 ```
 call <path_to_ros2_install>/setup.bat
+set ROS_SECURITY_ROOT_DIRECTORY=%cd%/demo_keys`
+set ROS_SECURITY_ENABLE=true`
+set ROS_SECURITY_STRATEGY=Enforce`
 ros2 run demo_nodes_py listener
 ```