Do I have to create teams every time I have to run a scenario?
No, not if you're working with the same players.
If you want your players to be recognized inside the system you need to create Teams.
Uploading teams also allows you to pre-assign positions/roles and put players in different teams.
if you use "click-to-play", players will appear in the “No Team” team in the facilitator dashboard, where you can manage them. This means you can rearrange teams, change their roles or assign them positions.