Are you using the Run button at the top of the screen?
That's temporary and generally for debugging.
To put the code permanently onto the robot, so that it automatically runs whenever the robot is started, look under "Build Specifications" on the Project Explorer window.
Under that will be a single entry "FRC Robot Boot-up Deployment"
Right-click on the entry there and choose:
- Build - takes a few minutes
- Run as startup
Run as startup will take a little longer as it transfers everything to the cRIO. The first time it will just do it, but after the first time you will also see a pop-up message warning you that it will be replacing files that already exist on the cRIO. When you see that just click okay.