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It's strongly recommended to use system dependencies declared in the package.xml file and then standard tools like rosdep can both check and resolve them.

colcon is a build tool. We have specifically separated build and install stages for cleaner separation of concerns as well as to avoid side effects that might have security implications.

A standard practice is to:

1. Download a set of packages into a workspace (using a rosinstall file or repos file and vcstool)
2. Install all dependencies of that workspace (Using rosdep. It will error if anything is unresolved that you might need to maually resolve.)
3. Run your build(with colcon)