Does the Wordpress initialization scripts run every time a request hits the server?

The index.php file in my Wordpress installation directory seems to run several other scripts in order to properly configure the Wordpress Environment, and in turn, these scripts define several constants. My question is: does that procedure of running the initialization scripts and defining constants happens every time a requests hits the server, or does it happens only after the first request to the server and these environment constants and settings remain defined until the server is shutdown?